+291.5%
PDD vs CTVA
+198.5%
+93.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -1.0% | +2.4% | -3.4% | -1.5% |
| 30D | -2.4% | -8.1% | +5.7% | -0.7% |
| 3M | -14.6% | +6.3% | -20.9% | -16.3% |
| 6M | -19.6% | +0.4% | -20.0% | -20.7% |
| YTD | -30.0% | +21.8% | -51.8% | -34.3% |
| 1Y | -42.5% | +24.9% | -67.4% | -46.5% |
| 3Y | -27.2% | +92.3% | -119.5% | -40.3% |
| 5Y | -8.2% | +78.9% | -87.1% | -23.1% |
| All | +291.5% | +198.5% | +93.1% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling