-23.7%
PDD vs CTAS
+113.1%
-136.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.1% | -1.8% | -2.2% | -3.4% |
| 30D | -9.6% | -0.2% | -9.4% | -9.5% |
| 3M | -4.3% | +11.7% | -16.0% | -8.6% |
| 6M | -18.8% | +0.7% | -19.5% | -19.3% |
| YTD | -27.5% | +7.4% | -34.9% | -29.9% |
| 1Y | -33.6% | -2.1% | -31.5% | -33.5% |
| 3Y | -20.4% | +62.9% | -83.3% | -47.1% |
| All | -23.7% | +113.1% | -136.8% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 5y: compounded portfolio wealth divided by compounded CTAS 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…
5y analysis · Full analysis span regression · 6 months rolling