-14.9%
PDD vs CTVA
+80.9%
-95.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -4.1% | +4.9% | -9.0% | -4.5% |
| 30D | -9.6% | +11.9% | -21.5% | -10.7% |
| 3M | -4.3% | +13.7% | -17.9% | -6.1% |
| 6M | -18.8% | +13.1% | -31.9% | -20.5% |
| YTD | -27.5% | +32.0% | -59.5% | -30.9% |
| 1Y | -33.6% | +22.1% | -55.7% | -36.1% |
| All | -14.9% | +80.9% | -95.8% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling