+201.5%
PDD vs CASY
+576.5%
-375.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | -1.4% | +3.6% | -5.0% | -1.9% |
| 30D | -1.0% | +7.2% | -8.2% | -2.1% |
| 3M | -12.3% | -16.9% | +4.7% | -10.2% |
| 6M | -18.5% | -19.3% | +0.8% | -16.5% |
| YTD | -29.0% | +25.6% | -54.6% | -32.1% |
| 1Y | -40.7% | +30.2% | -70.9% | -43.6% |
| 3Y | -25.7% | +154.9% | -180.6% | -38.3% |
| 5Y | -3.3% | +252.1% | -255.4% | -26.9% |
| All | +201.5% | +576.5% | -375.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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