-36.7%
PDD vs CTVA
+18.5%
-55.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -3.2% |
| 7D | -4.1% | -2.1% | -2.0% | -4.3% |
| 30D | -13.1% | +12.0% | -25.1% | -12.2% |
| 3M | -3.5% | +13.5% | -16.9% | -2.8% |
| 6M | -21.8% | +12.1% | -33.9% | -21.9% |
| YTD | -29.7% | +29.0% | -58.7% | -30.3% |
| All | -36.7% | +18.5% | -55.3% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling