+195.8%
PDD vs CP
+160.0%
+35.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.1% |
| 7D | -4.9% | +2.1% | -7.0% | -5.9% |
| 30D | -3.0% | +9.3% | -12.4% | -7.1% |
| 3M | -6.2% | +0.5% | -6.6% | -6.6% |
| 6M | -20.7% | +10.4% | -31.1% | -25.0% |
| YTD | -30.4% | +28.7% | -59.1% | -39.2% |
| 1Y | -41.3% | +33.2% | -74.5% | -49.6% |
| 3Y | -27.7% | +38.4% | -66.1% | -40.6% |
| 5Y | -16.9% | +26.2% | -43.1% | -28.9% |
| All | +195.8% | +160.0% | +35.7% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling