+214.4%
PDD vs CB
+212.3%
+2.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +5.9% | +2.6% | +3.3% | +5.4% |
| 30D | +7.1% | +11.2% | -4.1% | +4.9% |
| 3M | -7.7% | +5.7% | -13.4% | -8.7% |
| 6M | -13.2% | +15.9% | -29.1% | -15.8% |
| YTD | -26.0% | +20.2% | -46.1% | -28.8% |
| 1Y | -38.4% | +32.4% | -70.8% | -41.9% |
| 3Y | -21.1% | +75.5% | -96.6% | -31.0% |
| 5Y | +0.3% | +105.5% | -105.2% | -15.9% |
| All | +214.4% | +212.3% | +2.2% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling