+214.4%
PDD vs CVE
+214.5%
-0.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.7% |
| 7D | +5.9% | -14.1% | +20.0% | +8.5% |
| 30D | +7.1% | -11.6% | +18.7% | +9.1% |
| 3M | -7.7% | 0.0% | -7.7% | -8.3% |
| 6M | -13.2% | -8.4% | -4.8% | -12.9% |
| YTD | -26.0% | +65.9% | -91.9% | -34.1% |
| 1Y | -38.4% | +69.4% | -107.8% | -45.5% |
| 3Y | -21.1% | +55.9% | -77.0% | -30.3% |
| 5Y | +0.3% | +146.2% | -145.8% | -18.6% |
| All | +214.4% | +214.5% | -0.1% | +162.6% |
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