-36.2%
PDD vs CAG
-15.1%
-21.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.9% |
| 7D | -4.1% | -5.3% | +1.2% | -4.0% |
| 30D | -13.1% | +1.0% | -14.1% | -13.1% |
| 3M | -3.5% | +17.4% | -20.8% | -3.6% |
| 6M | -21.8% | -16.8% | -5.0% | -24.2% |
| YTD | -29.7% | -6.8% | -22.9% | -30.6% |
| 1Y | -36.2% | -15.4% | -20.8% | -36.0% |
| All | -36.2% | -15.1% | -21.1% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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