-23.8%
PDD vs CAH
+400.8%
-424.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.8% |
| 7D | -4.1% | +0.5% | -4.6% | -4.1% |
| 30D | -13.1% | +1.7% | -14.8% | -13.2% |
| 3M | -3.5% | +17.9% | -21.3% | -4.8% |
| 6M | -21.8% | +10.9% | -32.7% | -22.5% |
| YTD | -29.7% | +17.9% | -47.5% | -30.7% |
| 1Y | -36.2% | +61.7% | -97.9% | -39.1% |
| 3Y | -16.4% | +183.7% | -200.1% | -28.3% |
| 5Y | -23.8% | +401.3% | -425.2% | -50.2% |
| All | -23.8% | +400.8% | -424.6% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling