+207.9%
PDD vs CRS
+864.9%
-657.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -4.3% | -3.5% | -0.8% | -4.3% |
| 6M | -18.8% | +15.4% | -34.2% | -21.7% |
| YTD | -27.5% | +51.2% | -78.7% | -33.6% |
| 1Y | -33.6% | +98.3% | -131.9% | -42.5% |
| 3Y | -20.4% | +651.5% | -672.0% | -49.0% |
| 5Y | -19.6% | +1,411.1% | -1,430.7% | -56.4% |
| All | +207.9% | +864.9% | -657.0% | +92.5% |
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