-25.4%
CEG vs PDD
-42.4%
+17.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -2.9% |
| 7D | +1.7% | -1.0% | +2.6% | +1.5% |
| 30D | -10.2% | -2.4% | -7.8% | -10.2% |
| 3M | -0.8% | -14.6% | +13.8% | +0.7% |
| 6M | -11.5% | -19.6% | +8.1% | -7.2% |
| YTD | -23.9% | -30.0% | +6.1% | -18.8% |
| 1Y | -25.4% | -42.5% | +17.1% | -19.1% |
| All | -25.4% | -42.4% | +17.0% | -19.1% |
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