-21.6%
PDD vs CSGP
-58.5%
+36.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | +5.9% | +13.9% | -8.0% | +4.2% |
| 30D | +7.1% | +16.0% | -8.9% | +4.8% |
| 3M | -7.7% | +6.1% | -13.8% | -8.8% |
| 6M | -13.2% | -8.2% | -5.1% | -13.2% |
| YTD | -26.0% | -52.3% | +26.4% | -20.5% |
| 1Y | -38.4% | -54.5% | +16.1% | -33.5% |
| All | -21.6% | -58.5% | +36.9% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling