+197.4%
PDD vs CP
+159.0%
+38.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -1.0% | +2.8% | -3.8% | -2.3% |
| 30D | -2.4% | +11.0% | -13.4% | -7.1% |
| 3M | -14.6% | +3.8% | -18.5% | -16.4% |
| 6M | -19.6% | +9.5% | -29.1% | -23.7% |
| YTD | -30.0% | +28.2% | -58.2% | -38.8% |
| 1Y | -42.5% | +33.0% | -75.5% | -50.7% |
| 3Y | -27.2% | +35.5% | -62.7% | -39.5% |
| 5Y | -8.2% | +25.8% | -34.0% | -21.4% |
| All | +197.4% | +159.0% | +38.3% | +75.2% |
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