-21.6%
PDD vs CASY
+154.8%
-176.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +2.1% |
| 7D | +5.9% | +1.8% | +4.1% | +5.8% |
| 30D | +7.1% | +11.2% | -4.1% | +6.6% |
| 3M | -7.7% | -19.1% | +11.4% | -7.1% |
| 6M | -13.2% | -19.9% | +6.7% | -12.7% |
| YTD | -26.0% | +25.2% | -51.1% | -25.8% |
| 1Y | -38.4% | +31.6% | -70.0% | -38.2% |
| All | -21.6% | +154.8% | -176.4% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling