+197.4%
PDD vs CAH
+602.2%
-404.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -1.0% | +9.4% | -10.4% | -2.0% |
| 30D | -2.4% | +16.5% | -18.9% | -4.2% |
| 3M | -14.6% | +17.0% | -31.6% | -16.2% |
| 6M | -19.6% | +51.4% | -71.0% | -23.6% |
| YTD | -30.0% | +36.0% | -65.9% | -32.7% |
| 1Y | -42.5% | +36.0% | -78.5% | -44.7% |
| 3Y | -27.2% | +177.5% | -204.7% | -37.2% |
| 5Y | -8.2% | +509.2% | -517.4% | -31.4% |
| All | +197.4% | +602.2% | -404.9% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling