+48.9%
CIEN vs PDD
-38.2%
+87.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.5% | -11.7% | -9.8% |
| 7D | -25.0% | +6.0% | -31.1% | -26.3% |
| 30D | -30.1% | +5.5% | -35.6% | -31.2% |
| 3M | -33.8% | -9.8% | -24.0% | -31.4% |
| 6M | -49.4% | -16.0% | -33.5% | -44.1% |
| YTD | +16.4% | -27.6% | +44.0% | +37.6% |
| 1Y | +48.9% | -38.6% | +87.5% | +104.1% |
| All | +48.9% | -38.2% | +87.1% | +104.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling