-23.7%
PDD vs CRS
+1,417.0%
-1,440.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -4.1% | -0.2% | -3.8% | -4.0% |
| 30D | -9.6% | -16.6% | +7.0% | -6.7% |
| 3M | -4.3% | -3.5% | -0.8% | -4.4% |
| 6M | -18.8% | +15.4% | -34.2% | -21.9% |
| YTD | -27.5% | +51.2% | -78.7% | -33.9% |
| 1Y | -33.6% | +98.3% | -131.9% | -42.8% |
| 3Y | -20.4% | +651.5% | -672.0% | -52.3% |
| All | -23.7% | +1,417.0% | -1,440.7% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling