-31.9%
CEG vs PDD
-38.2%
+6.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.5% | -9.2% | -6.9% |
| 7D | -4.8% | +6.0% | -10.8% | -5.4% |
| 30D | -8.2% | +5.5% | -13.6% | -8.8% |
| 3M | -7.9% | -9.8% | +1.8% | -6.9% |
| 6M | -23.2% | -16.0% | -7.2% | -19.9% |
| YTD | -30.1% | -27.6% | -2.6% | -25.6% |
| 1Y | -31.9% | -38.6% | +6.7% | -26.7% |
| All | -31.9% | -38.2% | +6.3% | -26.7% |
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