+296.9%
PDD vs CTVA
+197.0%
+99.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.4% |
| 7D | -1.4% | +1.6% | -3.0% | -1.8% |
| 30D | -1.0% | -8.5% | +7.5% | +0.8% |
| 3M | -12.3% | +5.3% | -17.5% | -13.8% |
| 6M | -18.5% | -0.1% | -18.4% | -19.5% |
| YTD | -29.0% | +21.2% | -50.2% | -33.3% |
| 1Y | -40.7% | +27.0% | -67.7% | -45.0% |
| 3Y | -25.7% | +87.2% | -112.9% | -38.7% |
| 5Y | -3.3% | +77.9% | -81.2% | -18.8% |
| All | +296.9% | +197.0% | +99.9% | +186.1% |
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 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