+195.9%
PDD vs CBOE
+289.6%
-93.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -3.8% | +6.9% | -10.8% | -4.7% |
| 30D | -2.4% | +24.1% | -26.5% | -5.2% |
| 3M | -12.7% | +30.9% | -43.6% | -16.0% |
| 6M | -20.0% | +5.9% | -25.9% | -21.0% |
| YTD | -30.3% | +48.2% | -78.5% | -34.8% |
| 1Y | -42.4% | +43.5% | -85.8% | -45.8% |
| 3Y | -27.5% | +117.0% | -144.6% | -37.7% |
| 5Y | -14.9% | +203.4% | -218.3% | -33.4% |
| All | +195.9% | +289.6% | -93.6% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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