+198.7%
PDD vs CRS
+830.8%
-632.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -2.4% |
| 7D | -4.1% | -3.1% | -1.0% | -3.6% |
| 30D | -13.1% | -19.6% | +6.5% | -9.8% |
| 3M | -3.5% | -8.1% | +4.6% | -2.7% |
| 6M | -21.8% | +18.6% | -40.4% | -24.9% |
| YTD | -29.7% | +45.9% | -75.5% | -35.2% |
| 1Y | -36.2% | +82.5% | -118.7% | -43.9% |
| 3Y | -16.4% | +648.9% | -665.2% | -46.5% |
| 5Y | -23.8% | +1,438.1% | -1,462.0% | -58.8% |
| All | +198.7% | +830.8% | -632.1% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling