+214.4%
PDD vs CSGP
-26.6%
+241.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.8% |
| 7D | +5.9% | +13.9% | -8.0% | +0.7% |
| 30D | +7.1% | +16.0% | -8.9% | -0.1% |
| 3M | -7.7% | +6.1% | -13.8% | -11.5% |
| 6M | -13.2% | -8.2% | -5.1% | -12.7% |
| YTD | -26.0% | -52.3% | +26.4% | -4.4% |
| 1Y | -38.4% | -54.5% | +16.1% | -19.1% |
| 3Y | -21.1% | -58.6% | +37.5% | +2.0% |
| 5Y | +0.3% | -61.5% | +61.8% | +29.4% |
| All | +214.4% | -26.6% | +241.0% | +254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling