+518.2%
CEG vs PDD
+33.6%
+484.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.4% |
| 7D | -4.7% | +5.6% | -10.4% | -5.1% |
| 30D | -16.6% | +5.8% | -22.3% | -16.9% |
| 3M | -4.1% | -8.6% | +4.5% | -3.6% |
| 6M | -22.3% | -18.8% | -3.5% | -21.4% |
| YTD | -28.9% | -26.8% | -2.2% | -27.6% |
| 1Y | -28.5% | -39.3% | +10.8% | -26.3% |
| 3Y | +104.3% | -22.5% | +126.8% | +105.4% |
| All | +518.2% | +33.6% | +484.7% | +492.8% |
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