-21.3%
PDD vs CAI
-5.3%
-16.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -3.1% |
| 7D | -1.4% | -20.3% | +18.9% | -0.7% |
| 30D | -1.0% | -13.9% | +12.9% | -0.9% |
| 3M | -12.3% | +12.4% | -24.7% | -13.6% |
| 6M | -18.5% | +58.3% | -76.8% | -21.2% |
| YTD | -29.0% | -5.2% | -23.8% | -29.4% |
| 1Y | -40.7% | -0.2% | -40.6% | -41.2% |
| All | -21.3% | -5.3% | -16.0% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling