-21.6%
PDD vs CP
+28.7%
-50.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +5.9% | +6.1% | -0.2% | +4.0% |
| 30D | +7.1% | +9.8% | -2.7% | +4.0% |
| 3M | -7.7% | +2.7% | -10.4% | -8.6% |
| 6M | -13.2% | +12.8% | -26.0% | -17.1% |
| YTD | -26.0% | +28.2% | -54.1% | -32.8% |
| 1Y | -38.4% | +34.1% | -72.6% | -45.1% |
| All | -21.6% | +28.7% | -50.3% | -28.6% |
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