-18.7%
PDD vs CF
+73.9%
-92.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.6% |
| 7D | -4.1% | +6.0% | -10.1% | -3.9% |
| 30D | -9.6% | +14.8% | -24.4% | -9.3% |
| 3M | -4.3% | +14.1% | -18.3% | -3.9% |
| 6M | -18.8% | +28.5% | -47.3% | -19.0% |
| YTD | -27.5% | +74.9% | -102.4% | -28.7% |
| 1Y | -33.6% | +61.7% | -95.3% | -34.5% |
| All | -18.7% | +73.9% | -92.6% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling