-0.3%
PDD vs CDW
-10.5%
+10.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +5.6% | +2.1% | +3.5% | +4.7% |
| 30D | +5.8% | +14.7% | -9.0% | +1.4% |
| 3M | -8.6% | +11.1% | -19.7% | -12.2% |
| 6M | -18.8% | +45.6% | -64.4% | -29.5% |
| YTD | -26.8% | +17.1% | -43.9% | -33.0% |
| 1Y | -39.3% | +13.2% | -52.4% | -43.7% |
| 3Y | -22.5% | -22.2% | -0.3% | -19.5% |
| All | -0.3% | -10.5% | +10.2% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling