-20.1%
PDD vs CGNX
+49.8%
-69.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.6% |
| 7D | -5.4% | +3.2% | -8.5% | -5.8% |
| 30D | -12.6% | +6.0% | -18.6% | -13.5% |
| 3M | -4.3% | +3.5% | -7.8% | -5.3% |
| 6M | -24.4% | +26.3% | -50.7% | -27.7% |
| YTD | -31.4% | +79.2% | -110.6% | -39.5% |
| 1Y | -38.1% | +43.8% | -81.9% | -43.0% |
| 3Y | -20.1% | +52.0% | -72.1% | -26.6% |
| All | -20.1% | +49.8% | -69.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling