-27.7%
PDD vs CFG
+191.5%
-219.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.7% |
| 7D | -4.9% | +3.2% | -8.1% | -5.4% |
| 30D | -3.0% | +5.1% | -8.2% | -3.9% |
| 3M | -6.2% | -11.2% | +5.1% | -4.2% |
| 6M | -20.7% | +9.6% | -30.3% | -22.5% |
| YTD | -30.4% | +15.0% | -45.3% | -32.5% |
| 1Y | -41.3% | +29.9% | -71.1% | -44.3% |
| 3Y | -27.7% | +192.1% | -219.8% | -37.6% |
| All | -27.7% | +191.5% | -219.2% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling