-37.6%
PDD vs CAH
+61.7%
-99.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -4.4% | -2.2% | -2.2% | -4.4% |
| 30D | -15.5% | +1.2% | -16.7% | -15.5% |
| 3M | -4.1% | +13.1% | -17.1% | -4.1% |
| 6M | -23.4% | +8.5% | -31.9% | -23.2% |
| YTD | -30.7% | +17.6% | -48.3% | -30.1% |
| 1Y | -37.6% | +60.7% | -98.3% | -36.4% |
| All | -37.6% | +61.7% | -99.3% | -36.4% |
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