-42.5%
PDD vs CAH
+39.1%
-81.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | -1.0% | +9.4% | -10.4% | -1.7% |
| 30D | -2.4% | +16.5% | -18.9% | -3.5% |
| 3M | -14.6% | +17.0% | -31.6% | -15.5% |
| 6M | -19.6% | +51.4% | -71.0% | -21.4% |
| YTD | -30.0% | +36.0% | -65.9% | -29.1% |
| 1Y | -42.5% | +36.0% | -78.5% | -42.7% |
| All | -42.5% | +39.1% | -81.6% | -42.7% |
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