-2.7%
CEG vs PDD
-33.4%
+30.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.8% |
| 7D | +8.0% | -4.1% | +12.1% | +8.7% |
| 30D | +12.9% | -9.6% | +22.5% | +14.5% |
| 3M | +13.2% | -4.3% | +17.4% | +14.4% |
| 6M | -7.0% | -18.8% | +11.8% | -2.0% |
| YTD | -15.0% | -27.5% | +12.5% | -8.6% |
| 1Y | -2.7% | -33.6% | +30.9% | +10.6% |
| All | -2.7% | -33.4% | +30.7% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling