+88.5%
CVS vs PDD
+210.2%
-121.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +4.0% | -4.1% | +8.0% | +4.0% |
| 30D | -2.4% | -9.6% | +7.2% | -2.3% |
| 3M | +2.7% | -4.3% | +6.9% | +2.7% |
| 6M | +21.9% | -18.8% | +40.6% | +22.1% |
| YTD | +24.7% | -27.5% | +52.2% | +25.2% |
| 1Y | +35.4% | -33.6% | +69.1% | +36.1% |
| 3Y | +65.2% | -20.4% | +85.6% | +64.9% |
| 5Y | +30.5% | -19.6% | +50.1% | +30.1% |
| All | +88.5% | +210.2% | -121.7% | +75.1% |
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