+197.4%
PDD vs CB
+210.1%
-12.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -1.7% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -2.4% | +8.2% | -10.6% | -3.8% |
| 3M | -14.6% | +6.3% | -20.9% | -15.7% |
| 6M | -19.6% | +16.2% | -35.8% | -22.0% |
| YTD | -30.0% | +19.3% | -49.3% | -32.5% |
| 1Y | -42.5% | +29.2% | -71.7% | -45.5% |
| 3Y | -27.2% | +71.4% | -98.6% | -36.0% |
| 5Y | -8.2% | +104.2% | -112.5% | -23.0% |
| All | +197.4% | +210.1% | -12.8% | +117.3% |
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