-25.3%
PDD vs CRH
+93.9%
-119.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.5% |
| 7D | -5.4% | -6.1% | +0.7% | -2.5% |
| 30D | -12.6% | -9.3% | -3.3% | -8.6% |
| 3M | -4.3% | -15.2% | +10.9% | +2.6% |
| 6M | -24.4% | -14.2% | -10.2% | -20.3% |
| YTD | -31.4% | -28.3% | -3.1% | -20.9% |
| 1Y | -38.1% | -21.8% | -16.3% | -32.3% |
| 3Y | -20.1% | +71.6% | -91.7% | -49.3% |
| All | -25.3% | +93.9% | -119.2% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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