+88.1%
CSCO vs PDD
-1.2%
+89.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -10.2% | +5.6% | -15.8% | -10.4% |
| 30D | -20.1% | +5.8% | -25.8% | -20.3% |
| 3M | -22.4% | -8.6% | -13.8% | -22.1% |
| 6M | +2.8% | -18.8% | +21.6% | +3.6% |
| YTD | +23.6% | -26.8% | +50.4% | +25.2% |
| 1Y | +34.0% | -39.3% | +73.3% | +36.9% |
| 3Y | +89.3% | -22.5% | +111.7% | +89.0% |
| All | +88.1% | -1.2% | +89.3% | +90.7% |
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 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