-21.6%
PDD vs CB
+74.6%
-96.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | +5.9% | +2.6% | +3.3% | +6.0% |
| 30D | +7.1% | +11.2% | -4.1% | +7.6% |
| 3M | -7.7% | +5.7% | -13.4% | -7.4% |
| 6M | -13.2% | +15.9% | -29.1% | -12.5% |
| YTD | -26.0% | +20.2% | -46.1% | -25.1% |
| 1Y | -38.4% | +32.4% | -70.8% | -37.3% |
| All | -21.6% | +74.6% | -96.2% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling