+35.4%
CVS vs PDD
-33.4%
+68.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.4% |
| 7D | +4.0% | -4.1% | +8.0% | +3.8% |
| 30D | -2.4% | -9.6% | +7.2% | -2.7% |
| 3M | +2.7% | -4.3% | +6.9% | +2.7% |
| 6M | +21.9% | -18.8% | +40.6% | +22.2% |
| YTD | +24.7% | -27.5% | +52.2% | +25.5% |
| 1Y | +35.4% | -33.6% | +69.1% | +38.3% |
| All | +35.4% | -33.4% | +68.9% | +38.3% |
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