+194.4%
PDD vs CRH
+212.6%
-18.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | -4.4% | -3.6% | -0.8% | -2.9% |
| 30D | -15.5% | -10.8% | -4.6% | -11.4% |
| 3M | -4.1% | -13.5% | +9.4% | +1.2% |
| 6M | -23.4% | -15.4% | -8.0% | -19.0% |
| YTD | -30.7% | -27.6% | -3.1% | -21.7% |
| 1Y | -37.6% | -18.4% | -19.2% | -33.6% |
| 3Y | -17.5% | +72.5% | -90.1% | -40.2% |
| 5Y | -24.6% | +99.2% | -123.8% | -50.0% |
| All | +194.4% | +212.6% | -18.2% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling