+67.3%
CVS vs PDD
+203.8%
-136.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +1.7% |
| 7D | -3.7% | -1.4% | -2.2% | -3.7% |
| 30D | -0.3% | -1.0% | +0.7% | -0.3% |
| 3M | -10.3% | -12.3% | +2.0% | -10.2% |
| 6M | -4.6% | -18.5% | +13.9% | -4.4% |
| YTD | +10.7% | -29.0% | +39.7% | +11.1% |
| 1Y | +11.2% | -40.7% | +52.0% | +11.9% |
| 3Y | +43.0% | -25.7% | +68.7% | +43.0% |
| 5Y | +8.6% | -3.3% | +11.9% | +7.8% |
| All | +67.3% | +203.8% | -136.4% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling