+195.8%
PDD vs CRS
+492.2%
-296.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.5% | +2.3% |
| 7D | -4.9% | +4.8% | -9.7% | -5.8% |
| 30D | -3.0% | -23.2% | +20.1% | +0.7% |
| 3M | -6.2% | -45.5% | +39.3% | +3.3% |
| 6M | -20.7% | -33.1% | +12.4% | -16.4% |
| YTD | -30.4% | -7.2% | -23.1% | -31.2% |
| 1Y | -41.3% | -10.0% | -31.2% | -41.7% |
| 3Y | -27.7% | +332.3% | -360.0% | -49.2% |
| 5Y | -16.9% | +801.9% | -818.7% | -51.0% |
| All | +195.8% | +492.2% | -296.4% | +99.6% |
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