+211.0%
PDD vs CAG
-40.1%
+251.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | +5.6% | +5.8% | -0.2% | +5.5% |
| 30D | +5.8% | +16.4% | -10.6% | +5.4% |
| 3M | -8.6% | +3.8% | -12.4% | -8.7% |
| 6M | -18.8% | +10.8% | -29.7% | -19.1% |
| YTD | -26.8% | -5.8% | -20.9% | -26.9% |
| 1Y | -39.3% | -2.4% | -36.9% | -39.4% |
| 3Y | -22.5% | -33.4% | +10.9% | -22.5% |
| 5Y | -0.8% | -39.4% | +38.7% | -0.4% |
| All | +211.0% | -40.1% | +251.1% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling