+305.4%
PDD vs CTVA
+223.3%
+82.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -4.1% | +4.9% | -9.0% | -5.1% |
| 30D | -9.6% | +11.9% | -21.5% | -11.9% |
| 3M | -4.3% | +13.7% | -17.9% | -7.6% |
| 6M | -18.8% | +13.1% | -31.9% | -21.7% |
| YTD | -27.5% | +32.0% | -59.5% | -32.8% |
| 1Y | -33.6% | +22.1% | -55.7% | -37.5% |
| 3Y | -20.4% | +77.5% | -97.9% | -32.9% |
| 5Y | -19.6% | +106.3% | -125.9% | -34.4% |
| All | +305.4% | +223.3% | +82.1% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling