+639.5%
CEG vs PDD
+32.3%
+607.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.8% |
| 7D | +8.0% | -4.1% | +12.1% | +8.3% |
| 30D | +12.9% | -9.6% | +22.5% | +13.7% |
| 3M | +13.2% | -4.3% | +17.4% | +13.4% |
| 6M | -7.0% | -18.8% | +11.8% | -5.8% |
| YTD | -15.0% | -27.5% | +12.5% | -13.3% |
| 1Y | -2.7% | -33.6% | +30.9% | -0.3% |
| 3Y | +184.1% | -20.4% | +204.5% | +185.1% |
| All | +639.5% | +32.3% | +607.2% | +610.0% |
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