-23.8%
PDD vs CTVA
+104.3%
-128.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.5% |
| 7D | -4.1% | -2.1% | -2.0% | -3.7% |
| 30D | -13.1% | +12.0% | -25.1% | -15.4% |
| 3M | -3.5% | +13.5% | -16.9% | -7.0% |
| 6M | -21.8% | +12.1% | -33.9% | -24.8% |
| YTD | -29.7% | +29.0% | -58.7% | -35.0% |
| 1Y | -36.2% | +18.9% | -55.1% | -39.9% |
| 3Y | -16.4% | +78.9% | -95.2% | -31.7% |
| 5Y | -23.8% | +105.2% | -129.1% | -38.9% |
| All | -23.8% | +104.3% | -128.2% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling