+378.7%
CIEN vs PDD
-15.5%
+394.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | +27.4% | -7.6% | +35.0% | +28.5% |
| 30D | -26.6% | -5.4% | -21.2% | -26.3% |
| 3M | -32.0% | -12.9% | -19.0% | -31.1% |
| 6M | -49.1% | -19.0% | -30.0% | -48.1% |
| YTD | +25.7% | -31.6% | +57.3% | +30.8% |
| 1Y | +40.3% | -43.0% | +83.3% | +49.1% |
| 3Y | +566.2% | -28.9% | +595.1% | +572.9% |
| 5Y | +378.7% | -18.4% | +397.1% | +375.4% |
| All | +378.7% | -15.5% | +394.2% | +375.4% |
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