-0.3%
PDD vs CP
+24.4%
-24.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.3% |
| 7D | +5.6% | +2.8% | +2.8% | +4.2% |
| 30D | +5.8% | +10.2% | -4.4% | +0.7% |
| 3M | -8.6% | +2.4% | -11.0% | -10.0% |
| 6M | -18.8% | +7.7% | -26.5% | -22.6% |
| YTD | -26.8% | +26.0% | -52.8% | -36.4% |
| 1Y | -39.3% | +34.6% | -73.9% | -49.3% |
| 3Y | -22.5% | +26.7% | -49.2% | -35.5% |
| All | -0.3% | +24.4% | -24.6% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling