+101.3%
CSCO vs PDD
-26.6%
+127.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -4.7% | -1.0% | -3.7% | -4.7% |
| 30D | -17.1% | -2.4% | -14.7% | -17.0% |
| 3M | -19.6% | -14.6% | -5.0% | -18.9% |
| 6M | +2.4% | -19.6% | +22.0% | +3.5% |
| YTD | +29.8% | -30.0% | +59.8% | +32.2% |
| 1Y | +38.7% | -42.5% | +81.2% | +42.7% |
| 3Y | +101.3% | -27.2% | +128.5% | +97.7% |
| All | +101.3% | -26.6% | +127.9% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling