+191.4%
PDD vs CNC
+0.7%
+190.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -5.4% | -0.9% | -4.4% | -5.3% |
| 30D | -12.6% | -1.0% | -11.6% | -12.6% |
| 3M | -4.3% | +4.5% | -8.8% | -4.9% |
| 6M | -24.4% | +85.2% | -109.6% | -29.7% |
| YTD | -31.4% | +61.4% | -92.8% | -35.5% |
| 1Y | -38.1% | +94.9% | -133.0% | -43.4% |
| 3Y | -20.1% | 0.0% | -20.1% | -22.5% |
| 5Y | -25.0% | +11.2% | -36.2% | -29.2% |
| All | +191.4% | +0.7% | +190.7% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling