+176.9%
CSCO vs PDD
+216.8%
-39.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.2% | -9.8% | -7.7% |
| 7D | -11.9% | +5.9% | -17.7% | -12.2% |
| 30D | -18.8% | +7.1% | -25.9% | -19.2% |
| 3M | -21.2% | -7.7% | -13.5% | -20.9% |
| 6M | +1.9% | -13.2% | +15.1% | +2.5% |
| YTD | +26.1% | -26.0% | +52.0% | +28.1% |
| 1Y | +34.7% | -38.4% | +73.1% | +38.4% |
| 3Y | +94.0% | -21.1% | +115.2% | +93.2% |
| 5Y | +91.6% | +0.3% | +91.3% | +82.2% |
| All | +176.9% | +216.8% | -39.9% | +118.2% |
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