+207.9%
PDD vs CASY
+638.3%
-430.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.1% | +0.1% | -4.1% | -4.1% |
| 30D | -9.6% | -11.3% | +1.7% | -8.1% |
| 3M | -4.3% | -0.6% | -3.6% | -4.7% |
| 6M | -18.8% | +10.7% | -29.5% | -20.5% |
| YTD | -27.5% | +37.1% | -64.6% | -31.4% |
| 1Y | -33.6% | +52.3% | -85.9% | -38.3% |
| 3Y | -20.4% | +215.2% | -235.6% | -36.5% |
| 5Y | -19.6% | +276.5% | -296.1% | -39.6% |
| All | +207.9% | +638.3% | -430.4% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling