+133.3%
CEG vs PDD
-27.2%
+160.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.0% | +13.5% | +10.7% |
| 7D | +7.3% | -1.4% | +8.8% | +7.4% |
| 30D | -7.4% | -1.0% | -6.3% | -7.4% |
| 3M | +2.5% | -12.3% | +14.7% | +3.5% |
| 6M | -8.8% | -18.5% | +9.7% | -7.2% |
| YTD | -21.5% | -29.0% | +7.5% | -19.2% |
| 1Y | -22.5% | -40.7% | +18.2% | -19.1% |
| 3Y | +133.3% | -25.7% | +159.0% | +141.4% |
| All | +133.3% | -27.2% | +160.5% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling