+194.4%
PDD vs CAH
+507.5%
-313.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -4.4% | -2.2% | -2.2% | -4.2% |
| 30D | -15.5% | +1.2% | -16.7% | -15.6% |
| 3M | -4.1% | +13.1% | -17.1% | -5.5% |
| 6M | -23.4% | +8.5% | -31.9% | -24.2% |
| YTD | -30.7% | +17.6% | -48.3% | -32.2% |
| 1Y | -37.6% | +60.7% | -98.3% | -41.5% |
| 3Y | -17.5% | +183.2% | -200.7% | -29.6% |
| 5Y | -24.6% | +402.2% | -426.8% | -42.2% |
| All | +194.4% | +507.5% | -313.1% | +108.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling