+207.9%
PDD vs CNC
+1.7%
+206.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +0.9% |
| 7D | -4.1% | +3.5% | -7.6% | -4.4% |
| 30D | -9.6% | +0.1% | -9.7% | -9.7% |
| 3M | -4.3% | +6.9% | -11.2% | -5.1% |
| 6M | -18.8% | +49.0% | -67.8% | -22.7% |
| YTD | -27.5% | +62.9% | -90.4% | -31.9% |
| 1Y | -33.6% | +134.0% | -167.6% | -40.7% |
| 3Y | -20.4% | +9.4% | -29.8% | -23.9% |
| 5Y | -19.6% | +4.1% | -23.7% | -23.2% |
| All | +207.9% | +1.7% | +206.2% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling