+211.0%
PDD vs CVE
+212.7%
-1.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +5.6% | -16.1% | +21.8% | +8.7% |
| 30D | +5.8% | -10.4% | +16.2% | +7.5% |
| 3M | -8.6% | -2.4% | -6.2% | -8.8% |
| 6M | -18.8% | -4.4% | -14.4% | -19.1% |
| YTD | -26.8% | +64.9% | -91.7% | -34.8% |
| 1Y | -39.3% | +66.0% | -105.3% | -46.1% |
| 3Y | -22.5% | +57.7% | -80.1% | -31.6% |
| 5Y | -0.8% | +144.7% | -145.5% | -19.4% |
| All | +211.0% | +212.7% | -1.7% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling