-14.5%
PDD vs CDW
-3.9%
-10.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.1% |
| 7D | -1.0% | +13.1% | -14.0% | -4.5% |
| 30D | -2.4% | +19.1% | -21.5% | -7.4% |
| 3M | -14.6% | +24.7% | -39.4% | -20.6% |
| 6M | -19.6% | +63.4% | -83.0% | -32.5% |
| YTD | -30.0% | +26.3% | -56.3% | -37.2% |
| 1Y | -42.5% | +20.6% | -63.1% | -47.5% |
| 3Y | -27.2% | -16.3% | -10.9% | -25.8% |
| All | -14.5% | -3.9% | -10.6% | -30.4% |
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