-23.7%
PDD vs CG
+10.1%
-33.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.4% |
| 7D | -4.1% | -4.3% | +0.3% | -2.3% |
| 30D | -9.6% | -5.1% | -4.5% | -8.0% |
| 3M | -4.3% | +8.7% | -12.9% | -8.8% |
| 6M | -18.8% | -9.2% | -9.5% | -16.8% |
| YTD | -27.5% | -18.9% | -8.6% | -22.4% |
| 1Y | -33.6% | -25.6% | -8.0% | -26.6% |
| 3Y | -20.4% | +57.3% | -77.7% | -48.9% |
| All | -23.7% | +10.1% | -33.8% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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