+211.0%
PDD vs CFG
+124.5%
+86.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +5.6% | -0.9% | +6.5% | +5.8% |
| 30D | +5.8% | +1.1% | +4.7% | +5.5% |
| 3M | -8.6% | -12.0% | +3.4% | -6.5% |
| 6M | -18.8% | -2.2% | -16.6% | -18.8% |
| YTD | -26.8% | +11.4% | -38.2% | -28.6% |
| 1Y | -39.3% | +27.8% | -67.1% | -42.4% |
| 3Y | -22.5% | +173.3% | -195.8% | -37.8% |
| 5Y | -0.8% | +62.4% | -63.2% | -13.2% |
| All | +211.0% | +124.5% | +86.5% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling