+0.3%
PDD vs CF
+125.5%
-125.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.2% | -4.0% | +2.2% |
| 7D | +5.9% | +0.4% | +5.5% | +5.9% |
| 30D | +7.1% | +2.2% | +4.9% | +7.1% |
| 3M | -7.7% | +2.1% | -9.8% | -7.8% |
| 6M | -13.2% | -6.5% | -6.7% | -13.3% |
| YTD | -26.0% | +55.6% | -81.5% | -27.7% |
| 1Y | -38.4% | +42.3% | -80.7% | -39.6% |
| 3Y | -21.1% | +55.7% | -76.9% | -23.4% |
| 5Y | +0.3% | +122.4% | -122.1% | -21.6% |
| All | +0.3% | +125.5% | -125.1% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling