-23.7%
PDD vs CB
+99.7%
-123.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | -9.6% | -3.1% | -6.5% | -9.1% |
| 3M | -4.3% | +9.0% | -13.2% | -6.1% |
| 6M | -18.8% | +2.9% | -21.6% | -19.4% |
| YTD | -27.5% | +10.1% | -37.6% | -29.2% |
| 1Y | -33.6% | +22.8% | -56.4% | -36.9% |
| 3Y | -20.4% | +73.8% | -94.2% | -35.1% |
| All | -23.7% | +99.7% | -123.4% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling