-18.8%
PDD vs CAI
-6.6%
-12.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.0% |
| 7D | +5.6% | -26.5% | +32.1% | +6.8% |
| 30D | +5.8% | -6.9% | +12.7% | +5.5% |
| 3M | -8.6% | +26.1% | -34.8% | -10.5% |
| 6M | -18.8% | +31.9% | -50.7% | -20.5% |
| YTD | -26.8% | -6.5% | -20.3% | -27.2% |
| 1Y | -39.3% | +2.5% | -41.8% | -39.9% |
| All | -18.8% | -6.6% | -12.2% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling