+211.0%
PDD vs CRS
+465.2%
-254.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +5.6% | -1.7% | +7.3% | +5.9% |
| 30D | +5.8% | -28.8% | +34.6% | +11.5% |
| 3M | -8.6% | -50.0% | +41.4% | +2.3% |
| 6M | -18.8% | -39.2% | +20.4% | -12.8% |
| YTD | -26.8% | -11.4% | -15.3% | -26.9% |
| 1Y | -39.3% | -11.7% | -27.6% | -39.4% |
| 3Y | -22.5% | +319.6% | -342.1% | -45.2% |
| 5Y | -0.8% | +794.8% | -795.5% | -41.4% |
| All | +211.0% | +465.2% | -254.3% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling