-13.6%
PDD vs CAG
-41.0%
+27.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.9% |
| 7D | -4.9% | -3.3% | -1.5% | -4.9% |
| 30D | -3.0% | +7.7% | -10.7% | -2.9% |
| 3M | -6.2% | -3.2% | -3.0% | -6.2% |
| 6M | -20.7% | +7.0% | -27.7% | -20.5% |
| YTD | -30.4% | -9.0% | -21.4% | -30.7% |
| 1Y | -41.3% | -9.6% | -31.7% | -41.6% |
| 3Y | -27.7% | -36.0% | +8.3% | -29.8% |
| All | -13.6% | -41.0% | +27.4% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling