-37.6%
PDD vs CNC
+110.9%
-148.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | -4.6% | -3.9% | -0.8% | -4.6% |
| 30D | -14.0% | +0.8% | -14.8% | -14.0% |
| 3M | -4.9% | +0.1% | -5.0% | -4.9% |
| 6M | -25.8% | +79.7% | -105.4% | -26.5% |
| YTD | -31.4% | +58.9% | -90.3% | -32.0% |
| 1Y | -37.6% | +109.1% | -146.7% | -38.1% |
| All | -37.6% | +110.9% | -148.5% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling