+195.8%
PDD vs CDW
+123.2%
+72.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.1% |
| 7D | -4.9% | +9.3% | -14.2% | -7.6% |
| 30D | -3.0% | +14.4% | -17.4% | -7.7% |
| 3M | -6.2% | +21.4% | -27.6% | -13.0% |
| 6M | -20.7% | +72.8% | -93.5% | -36.2% |
| YTD | -30.4% | +28.0% | -58.4% | -39.0% |
| 1Y | -41.3% | +19.3% | -60.6% | -47.1% |
| 3Y | -27.7% | -15.3% | -12.4% | -27.8% |
| 5Y | -16.9% | -3.8% | -13.1% | -22.9% |
| All | +195.8% | +123.2% | +72.6% | +105.1% |
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