-23.7%
PDD vs CP
+32.0%
-55.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -4.1% | -2.7% | -1.4% | -2.8% |
| 30D | -9.6% | +0.2% | -9.8% | -9.8% |
| 3M | -4.3% | +2.6% | -6.8% | -5.9% |
| 6M | -18.8% | +6.0% | -24.7% | -21.9% |
| YTD | -27.5% | +24.9% | -52.4% | -36.6% |
| 1Y | -33.6% | +20.1% | -53.7% | -40.8% |
| 3Y | -20.4% | +16.4% | -36.8% | -29.5% |
| All | -23.7% | +32.0% | -55.7% | -39.1% |
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