+207.9%
PDD vs CSGP
-29.2%
+237.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.7% |
| 7D | -4.1% | -4.1% | 0.0% | -2.5% |
| 30D | -9.6% | +2.3% | -11.9% | -11.0% |
| 3M | -4.3% | -8.2% | +3.9% | -2.2% |
| 6M | -18.8% | -35.1% | +16.3% | -5.1% |
| YTD | -27.5% | -54.0% | +26.5% | -3.8% |
| 1Y | -33.6% | -65.3% | +31.7% | -0.8% |
| 3Y | -20.4% | -62.6% | +42.2% | +9.1% |
| 5Y | -19.6% | -64.8% | +45.2% | +8.5% |
| All | +207.9% | -29.2% | +237.1% | +256.8% |
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