+207.7%
PDD vs CF
+209.1%
-1.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +6.9% | +2.9% |
| 7D | +6.0% | -6.9% | +12.9% | +6.7% |
| 30D | +5.5% | -3.7% | +9.2% | +5.7% |
| 3M | -9.8% | -5.0% | -4.8% | -9.6% |
| 6M | -16.0% | -10.5% | -5.5% | -15.6% |
| YTD | -27.6% | +46.5% | -74.1% | -31.8% |
| 1Y | -38.6% | +34.8% | -73.4% | -41.7% |
| 3Y | -22.8% | +46.7% | -69.5% | -28.4% |
| 5Y | -5.2% | +112.0% | -117.2% | -20.2% |
| All | +207.7% | +209.1% | -1.4% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling