+0.3%
PDD vs CP
+27.2%
-26.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | +5.9% | +6.1% | -0.2% | +2.8% |
| 30D | +7.1% | +9.8% | -2.7% | +2.1% |
| 3M | -7.7% | +2.7% | -10.4% | -9.2% |
| 6M | -13.2% | +12.8% | -26.0% | -19.2% |
| YTD | -26.0% | +28.2% | -54.1% | -36.3% |
| 1Y | -38.4% | +34.1% | -72.6% | -48.4% |
| 3Y | -21.1% | +28.9% | -50.0% | -34.9% |
| 5Y | +0.3% | +27.1% | -26.7% | -14.2% |
| All | +0.3% | +27.2% | -26.9% | -14.2% |
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 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