+211.0%
PDD vs CTAS
+361.2%
-150.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | +5.6% | +1.2% | +4.5% | +5.2% |
| 30D | +5.8% | +12.8% | -7.0% | +1.2% |
| 3M | -8.6% | +10.3% | -18.9% | -11.9% |
| 6M | -18.8% | +32.0% | -50.8% | -27.0% |
| YTD | -26.8% | +19.1% | -45.9% | -31.8% |
| 1Y | -39.3% | +21.5% | -60.8% | -43.9% |
| 3Y | -22.5% | +76.0% | -98.5% | -41.3% |
| 5Y | -0.8% | +110.9% | -111.6% | -31.3% |
| All | +211.0% | +361.2% | -150.2% | +41.0% |
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