+214.4%
PDD vs CP
+159.0%
+55.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | +5.9% | +6.1% | -0.2% | +3.0% |
| 30D | +7.1% | +9.8% | -2.7% | +2.5% |
| 3M | -7.7% | +2.7% | -10.4% | -9.1% |
| 6M | -13.2% | +12.8% | -26.0% | -18.7% |
| YTD | -26.0% | +28.2% | -54.1% | -35.2% |
| 1Y | -38.4% | +34.1% | -72.6% | -47.4% |
| 3Y | -21.1% | +28.9% | -50.0% | -32.7% |
| 5Y | +0.3% | +27.1% | -26.7% | -14.4% |
| All | +214.4% | +159.0% | +55.5% | +85.4% |
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