-38.6%
PDD vs CAH
+38.5%
-77.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +2.2% |
| 7D | +6.0% | +7.0% | -1.0% | +5.5% |
| 30D | +5.5% | +12.4% | -6.9% | +4.7% |
| 3M | -9.8% | +12.2% | -21.9% | -10.3% |
| 6M | -16.0% | +33.2% | -49.2% | -17.2% |
| YTD | -27.6% | +28.4% | -55.9% | -26.7% |
| 1Y | -38.6% | +35.0% | -73.7% | -38.1% |
| All | -38.6% | +38.5% | -77.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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