+211.0%
PDD vs CG
+126.1%
+84.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +5.6% | -1.2% | +6.8% | +5.9% |
| 30D | +5.8% | +5.0% | +0.7% | +3.4% |
| 3M | -8.6% | -18.2% | +9.6% | -2.1% |
| 6M | -18.8% | -20.7% | +1.9% | -12.7% |
| YTD | -26.8% | -31.4% | +4.6% | -17.3% |
| 1Y | -39.3% | -22.3% | -17.0% | -35.1% |
| 3Y | -22.5% | +50.2% | -72.7% | -43.8% |
| 5Y | -0.8% | -22.1% | +21.3% | -6.2% |
| All | +211.0% | +126.1% | +84.8% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling