-25.7%
PDD vs CP
+30.2%
-55.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.1% | -3.7% |
| 7D | -1.4% | +2.8% | -4.2% | -2.3% |
| 30D | -1.0% | +11.3% | -12.4% | -4.3% |
| 3M | -12.3% | +2.9% | -15.1% | -13.2% |
| 6M | -18.5% | +9.8% | -28.3% | -21.4% |
| YTD | -29.0% | +28.5% | -57.5% | -35.6% |
| 1Y | -40.7% | +33.5% | -74.2% | -47.1% |
| 3Y | -25.7% | +31.9% | -57.6% | -33.0% |
| All | -25.7% | +30.2% | -55.9% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling