+492.8%
CEG vs PDD
+35.1%
+457.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.6% |
| 7D | -9.4% | +5.9% | -15.3% | -9.8% |
| 30D | -20.2% | +7.1% | -27.3% | -20.6% |
| 3M | -9.5% | -7.7% | -1.8% | -9.1% |
| 6M | -25.0% | -13.2% | -11.7% | -24.4% |
| YTD | -31.9% | -26.0% | -5.9% | -30.6% |
| 1Y | -33.7% | -38.4% | +4.8% | -31.7% |
| 3Y | +108.7% | -21.1% | +129.8% | +109.6% |
| All | +492.8% | +35.1% | +457.7% | +468.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling