+214.4%
PDD vs CASY
+573.9%
-359.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.9% |
| 7D | +5.9% | +1.8% | +4.1% | +5.6% |
| 30D | +7.1% | +11.2% | -4.1% | +5.4% |
| 3M | -7.7% | -19.1% | +11.4% | -5.1% |
| 6M | -13.2% | -19.9% | +6.7% | -11.0% |
| YTD | -26.0% | +25.2% | -51.1% | -29.1% |
| 1Y | -38.4% | +31.6% | -70.0% | -41.6% |
| 3Y | -21.1% | +155.4% | -176.5% | -34.6% |
| 5Y | +0.3% | +251.5% | -251.2% | -24.1% |
| All | +214.4% | +573.9% | -359.5% | +24.9% |
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