+215.8%
CSCO vs PDD
+210.2%
+5.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -0.7% | -4.1% | +3.4% | -0.4% |
| 30D | -10.1% | -9.6% | -0.5% | -9.6% |
| 3M | -15.7% | -4.3% | -11.4% | -15.5% |
| 6M | +36.3% | -18.8% | +55.0% | +37.7% |
| YTD | +43.8% | -27.5% | +71.3% | +46.4% |
| 1Y | +63.9% | -33.6% | +97.6% | +67.7% |
| 3Y | +104.4% | -20.4% | +124.8% | +103.3% |
| 5Y | +111.4% | -19.6% | +130.9% | +104.3% |
| All | +215.8% | +210.2% | +5.6% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling