-23.7%
PDD vs CFG
+101.4%
-125.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | +1.5% | -5.6% | -4.6% |
| 30D | -9.6% | -3.8% | -5.8% | -8.5% |
| 3M | -4.3% | +11.5% | -15.8% | -8.2% |
| 6M | -18.8% | +19.2% | -37.9% | -24.0% |
| YTD | -27.5% | +23.7% | -51.2% | -33.1% |
| 1Y | -33.6% | +38.8% | -72.5% | -41.4% |
| 3Y | -20.4% | +178.9% | -199.3% | -49.4% |
| All | -23.7% | +101.4% | -125.1% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling