+287.6%
PDD vs CTVA
+211.9%
+75.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -4.4% | -5.8% | +1.4% | -3.1% |
| 30D | -15.5% | +11.1% | -26.5% | -17.5% |
| 3M | -4.1% | +13.2% | -17.3% | -7.3% |
| 6M | -23.4% | +8.7% | -32.1% | -25.6% |
| YTD | -30.7% | +27.3% | -58.0% | -35.2% |
| 1Y | -37.6% | +18.0% | -55.6% | -40.9% |
| 3Y | -17.5% | +76.5% | -94.0% | -30.5% |
| 5Y | -24.6% | +105.1% | -129.7% | -38.4% |
| All | +287.6% | +211.9% | +75.8% | +178.0% |
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