+5.6%
CVS vs PDD
-38.2%
+43.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.5% | -15.0% | -12.3% |
| 7D | -11.1% | +6.0% | -17.1% | -10.8% |
| 30D | -7.4% | +5.5% | -12.9% | -7.1% |
| 3M | -22.9% | -9.8% | -13.1% | -22.9% |
| 6M | -1.2% | -16.0% | +14.8% | -0.7% |
| YTD | +3.9% | -27.6% | +31.4% | +4.9% |
| 1Y | +5.6% | -38.6% | +44.2% | +8.7% |
| All | +5.6% | -38.2% | +43.7% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling