+207.9%
PDD vs CP
+152.4%
+55.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | -2.7% | -1.4% | -2.9% |
| 30D | -9.6% | +0.2% | -9.8% | -9.8% |
| 3M | -4.3% | +2.6% | -6.8% | -5.8% |
| 6M | -18.8% | +6.0% | -24.7% | -21.7% |
| YTD | -27.5% | +24.9% | -52.4% | -35.7% |
| 1Y | -33.6% | +20.1% | -53.7% | -40.1% |
| 3Y | -20.4% | +16.4% | -36.8% | -28.5% |
| 5Y | -19.6% | +31.7% | -51.3% | -32.4% |
| All | +207.9% | +152.4% | +55.5% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling