+214.4%
PDD vs CDW
+105.9%
+108.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.1% | +8.3% | +4.1% |
| 7D | +5.9% | -4.1% | +10.0% | +6.8% |
| 30D | +7.1% | +16.7% | -9.7% | +1.3% |
| 3M | -7.7% | +13.6% | -21.3% | -12.7% |
| 6M | -13.2% | +17.0% | -30.3% | -21.0% |
| YTD | -26.0% | +18.1% | -44.1% | -33.4% |
| 1Y | -38.4% | +10.5% | -48.9% | -43.2% |
| 3Y | -21.1% | -20.9% | -0.2% | -19.6% |
| 5Y | +0.3% | -9.3% | +9.7% | -5.2% |
| All | +214.4% | +105.9% | +108.5% | +123.9% |
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 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