+194.4%
PDD vs CGNX
+46.7%
+147.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | -4.4% | +3.2% | -7.6% | -5.5% |
| 30D | -15.5% | -3.7% | -11.7% | -14.7% |
| 3M | -4.1% | +1.0% | -5.1% | -6.2% |
| 6M | -23.4% | +22.1% | -45.5% | -30.8% |
| YTD | -30.7% | +72.7% | -103.4% | -48.0% |
| 1Y | -37.6% | +40.4% | -78.0% | -49.5% |
| 3Y | -17.5% | +45.2% | -62.8% | -39.2% |
| 5Y | -24.6% | -26.7% | +2.1% | -24.4% |
| All | +194.4% | +46.7% | +147.7% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling