-38.6%
PDD vs CF
+35.9%
-74.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +6.9% | +1.9% |
| 7D | +6.0% | -6.9% | +12.9% | +5.1% |
| 30D | +5.5% | -3.7% | +9.2% | +5.0% |
| 3M | -9.8% | -5.0% | -4.8% | -10.3% |
| 6M | -16.0% | -10.5% | -5.5% | -17.3% |
| YTD | -27.6% | +46.5% | -74.1% | -26.0% |
| 1Y | -38.6% | +34.8% | -73.4% | -36.7% |
| All | -38.6% | +35.9% | -74.5% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling