-39.3%
PDD vs CSGP
-56.4%
+17.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -0.6% |
| 7D | +5.6% | +1.3% | +4.4% | +5.5% |
| 30D | +5.8% | +10.7% | -4.9% | +4.4% |
| 3M | -8.6% | +3.3% | -11.9% | -9.3% |
| 6M | -18.8% | -10.3% | -8.5% | -19.2% |
| YTD | -26.8% | -54.6% | +27.8% | -24.9% |
| 1Y | -39.3% | -54.6% | +15.4% | -37.7% |
| All | -39.3% | -56.4% | +17.1% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling