+207.9%
PDD vs CDW
+98.1%
+109.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -4.1% | +3.2% | -7.2% | -5.1% |
| 30D | -9.6% | +9.3% | -18.9% | -12.7% |
| 3M | -4.3% | +9.8% | -14.1% | -8.4% |
| 6M | -18.8% | +23.3% | -42.1% | -27.4% |
| YTD | -27.5% | +13.7% | -41.1% | -33.4% |
| 1Y | -33.6% | -6.5% | -27.2% | -34.3% |
| 3Y | -20.4% | -25.2% | +4.8% | -16.5% |
| 5Y | -19.6% | -19.5% | -0.1% | -20.0% |
| All | +207.9% | +98.1% | +109.8% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling