-23.8%
PDD vs CBOE
+151.5%
-175.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | -4.1% | -4.6% | +0.5% | -3.3% |
| 30D | -13.1% | +2.6% | -15.7% | -13.6% |
| 3M | -3.5% | +4.9% | -8.4% | -4.7% |
| 6M | -21.8% | -2.2% | -19.6% | -22.3% |
| YTD | -29.7% | +17.7% | -47.4% | -33.5% |
| 1Y | -36.2% | +26.1% | -62.3% | -40.9% |
| 3Y | -16.4% | +97.1% | -113.5% | -39.4% |
| 5Y | -23.8% | +149.2% | -173.0% | -56.0% |
| All | -23.8% | +151.5% | -175.4% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling