-8.2%
PDD vs CVE
+136.5%
-144.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -1.0% | -10.0% | +9.0% | +1.4% |
| 30D | -2.4% | -11.9% | +9.5% | +0.1% |
| 3M | -14.6% | -5.9% | -8.7% | -14.2% |
| 6M | -19.6% | -1.6% | -18.1% | -20.8% |
| YTD | -30.0% | +66.3% | -96.2% | -41.8% |
| 1Y | -42.5% | +57.5% | -100.0% | -51.5% |
| 3Y | -27.2% | +65.4% | -92.6% | -41.3% |
| 5Y | -8.2% | +144.2% | -152.4% | -44.3% |
| All | -8.2% | +136.5% | -144.7% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling