-24.2%
PDD vs CAI
-11.3%
-12.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | -7.6% | -8.0% | +0.3% | -7.3% |
| 30D | -5.4% | -18.9% | +13.5% | -5.0% |
| 3M | -12.9% | +7.6% | -20.6% | -14.1% |
| 6M | -19.0% | +43.0% | -62.0% | -21.3% |
| YTD | -31.6% | -11.2% | -20.4% | -31.9% |
| 1Y | -43.0% | -3.3% | -39.7% | -43.4% |
| All | -24.2% | -11.3% | -12.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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