+191.5%
PDD vs CNQ
+323.2%
-131.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -4.6% | -0.7% | -4.0% | -4.5% |
| 30D | -14.0% | +6.7% | -20.7% | -15.2% |
| 3M | -4.9% | +12.8% | -17.7% | -7.5% |
| 6M | -25.8% | +13.3% | -39.1% | -28.3% |
| YTD | -31.4% | +53.1% | -84.4% | -38.2% |
| 1Y | -37.6% | +66.1% | -103.6% | -44.9% |
| 3Y | -18.4% | +75.4% | -93.8% | -29.9% |
| 5Y | -25.0% | +288.1% | -313.1% | -43.8% |
| All | +191.5% | +323.2% | -131.7% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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