-23.8%
PDD vs CNC
+1.4%
-25.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.8% |
| 7D | -4.1% | -1.0% | -3.1% | -4.1% |
| 30D | -13.1% | -1.8% | -11.3% | -13.0% |
| 3M | -3.5% | -0.7% | -2.8% | -3.5% |
| 6M | -21.8% | +47.9% | -69.7% | -24.3% |
| YTD | -29.7% | +56.9% | -86.6% | -32.3% |
| 1Y | -36.2% | +123.9% | -160.1% | -40.8% |
| 3Y | -16.4% | -1.3% | -15.1% | -17.7% |
| 5Y | -23.8% | +2.8% | -26.6% | -26.7% |
| All | -23.8% | +1.4% | -25.3% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling