+197.4%
PDD vs CFG
+130.1%
+67.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -2.4% | +2.8% | -5.2% | -3.0% |
| 3M | -14.6% | -10.1% | -4.5% | -13.0% |
| 6M | -19.6% | +3.2% | -22.8% | -20.5% |
| YTD | -30.0% | +14.2% | -44.2% | -32.1% |
| 1Y | -42.5% | +27.4% | -69.9% | -45.5% |
| 3Y | -27.2% | +187.6% | -214.8% | -42.2% |
| 5Y | -8.2% | +65.7% | -73.9% | -20.1% |
| All | +197.4% | +130.1% | +67.3% | +139.7% |
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