-8.2%
PDD vs CNC
-6.2%
-2.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.5% |
| 7D | -1.0% | +4.0% | -5.0% | -1.3% |
| 30D | -2.4% | +7.4% | -9.8% | -3.0% |
| 3M | -14.6% | +5.4% | -20.1% | -15.0% |
| 6M | -19.6% | +25.4% | -45.0% | -21.1% |
| YTD | -30.0% | +70.6% | -100.5% | -33.2% |
| 1Y | -42.5% | +104.9% | -147.5% | -46.1% |
| 3Y | -27.2% | -2.3% | -24.8% | -27.6% |
| 5Y | -8.2% | -6.5% | -1.7% | -20.0% |
| All | -8.2% | -6.2% | -2.1% | -20.0% |
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