+211.0%
PDD vs CB
+206.7%
+4.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | +5.6% | +0.2% | +5.4% | +5.6% |
| 30D | +5.8% | +9.1% | -3.3% | +4.0% |
| 3M | -8.6% | +3.4% | -12.0% | -9.2% |
| 6M | -18.8% | +14.1% | -32.9% | -21.0% |
| YTD | -26.8% | +18.0% | -44.8% | -29.3% |
| 1Y | -39.3% | +30.1% | -69.4% | -42.5% |
| 3Y | -22.5% | +71.8% | -94.3% | -32.0% |
| 5Y | -0.8% | +101.8% | -102.6% | -16.6% |
| All | +211.0% | +206.7% | +4.3% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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