-13.6%
PDD vs CFG
+61.7%
-75.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.7% |
| 7D | -4.9% | +3.2% | -8.1% | -5.9% |
| 30D | -3.0% | +5.1% | -8.2% | -4.7% |
| 3M | -6.2% | -11.2% | +5.1% | -2.7% |
| 6M | -20.7% | +9.6% | -30.3% | -23.7% |
| YTD | -30.4% | +15.0% | -45.3% | -34.3% |
| 1Y | -41.3% | +29.9% | -71.1% | -46.9% |
| 3Y | -27.7% | +192.1% | -219.8% | -55.2% |
| All | -13.6% | +61.7% | -75.3% | -22.0% |
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 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