+579.5%
CEG vs PDD
+27.1%
+552.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | +11.8% | -3.8% | +15.6% | +12.1% |
| 30D | -6.5% | -2.4% | -4.2% | -6.4% |
| 3M | -1.2% | -12.7% | +11.5% | -0.4% |
| 6M | -8.0% | -20.0% | +12.0% | -6.9% |
| YTD | -21.9% | -30.3% | +8.4% | -20.2% |
| 1Y | -21.4% | -42.4% | +20.9% | -18.8% |
| 3Y | +130.0% | -27.5% | +157.5% | +132.1% |
| All | +579.5% | +27.1% | +552.4% | +553.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling