+201.5%
PDD vs CDW
+114.0%
+87.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.8% | -7.9% | -4.5% |
| 7D | -1.4% | +9.3% | -10.8% | -4.6% |
| 30D | -1.0% | +15.8% | -16.8% | -6.2% |
| 3M | -12.3% | +21.8% | -34.1% | -18.9% |
| 6M | -18.5% | +58.8% | -77.3% | -32.5% |
| YTD | -29.0% | +22.8% | -51.8% | -37.0% |
| 1Y | -40.7% | +17.9% | -58.6% | -46.5% |
| 3Y | -25.7% | -17.4% | -8.3% | -25.4% |
| 5Y | -3.3% | -5.7% | +2.4% | -9.8% |
| All | +201.5% | +114.0% | +87.5% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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