+195.8%
PDD vs CAH
+613.2%
-417.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | -4.9% | +3.5% | -8.3% | -5.3% |
| 30D | -3.0% | +13.5% | -16.5% | -4.5% |
| 3M | -6.2% | +21.8% | -28.0% | -8.4% |
| 6M | -20.7% | +51.5% | -72.2% | -24.7% |
| YTD | -30.4% | +38.1% | -68.4% | -33.2% |
| 1Y | -41.3% | +37.7% | -79.0% | -43.6% |
| 3Y | -27.7% | +179.6% | -207.3% | -37.7% |
| 5Y | -16.9% | +504.9% | -521.8% | -37.8% |
| All | +195.8% | +613.2% | -417.4% | +104.9% |
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