-18.7%
PDD vs CAG
-36.5%
+17.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | -4.1% | -3.8% | -0.3% | -4.1% |
| 30D | -9.6% | +3.1% | -12.7% | -9.5% |
| 3M | -4.3% | +23.5% | -27.7% | -3.5% |
| 6M | -18.8% | -14.8% | -3.9% | -20.0% |
| YTD | -27.5% | -5.4% | -22.1% | -28.0% |
| 1Y | -33.6% | -11.8% | -21.8% | -34.3% |
| All | -18.7% | -36.5% | +17.9% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling