+214.4%
PDD vs CFG
+126.6%
+87.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +2.8% |
| 7D | +5.9% | -2.2% | +8.1% | +6.3% |
| 30D | +7.1% | +0.4% | +6.7% | +7.0% |
| 3M | -7.7% | -12.6% | +4.9% | -5.4% |
| 6M | -13.2% | +0.6% | -13.8% | -13.7% |
| YTD | -26.0% | +12.4% | -38.4% | -28.0% |
| 1Y | -38.4% | +27.7% | -66.1% | -41.6% |
| 3Y | -21.1% | +172.4% | -193.5% | -36.7% |
| 5Y | +0.3% | +64.0% | -63.6% | -12.4% |
| All | +214.4% | +126.6% | +87.8% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling