+207.9%
PDD vs CTAS
+315.8%
-107.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.3% |
| 6M | -18.8% | +0.7% | -19.5% | -19.4% |
| YTD | -27.5% | +7.4% | -34.9% | -29.8% |
| 1Y | -33.6% | -2.1% | -31.5% | -33.6% |
| 3Y | -20.4% | +62.9% | -83.3% | -38.1% |
| 5Y | -19.6% | +111.9% | -131.5% | -44.3% |
| All | +207.9% | +315.8% | -107.9% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling