+477.0%
CIEN vs PDD
-22.7%
+499.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -15.2% | -4.1% | -11.1% | -14.7% |
| 30D | -21.5% | -9.6% | -11.9% | -20.6% |
| 3M | -40.1% | -4.3% | -35.8% | -39.9% |
| 6M | -6.6% | -18.8% | +12.2% | -4.4% |
| YTD | +37.3% | -27.5% | +64.8% | +42.3% |
| 1Y | +174.5% | -33.6% | +208.2% | +187.6% |
| 3Y | +562.3% | -20.4% | +582.7% | +562.0% |
| All | +477.0% | -22.7% | +499.7% | +446.3% |
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