+177.7%
CSCO vs PDD
+198.0%
-20.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.9% | -8.1% | -6.4% |
| 7D | +1.9% | -4.9% | +6.8% | +2.2% |
| 30D | -15.8% | -3.0% | -12.8% | -15.7% |
| 3M | -15.4% | -6.2% | -9.2% | -15.1% |
| 6M | -5.4% | -20.7% | +15.3% | -4.3% |
| YTD | +26.5% | -30.4% | +56.8% | +28.9% |
| 1Y | +25.9% | -41.3% | +67.2% | +29.7% |
| 3Y | +97.5% | -27.7% | +125.2% | +97.7% |
| 5Y | +93.0% | -16.9% | +109.9% | +86.1% |
| All | +177.7% | +198.0% | -20.3% | +119.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling