+207.7%
PDD vs CVE
+223.4%
-15.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.6% | +10.1% | +3.8% |
| 7D | +6.0% | -12.1% | +18.1% | +8.2% |
| 30D | +5.5% | -9.8% | +15.2% | +7.0% |
| 3M | -9.8% | -0.7% | -9.0% | -10.2% |
| 6M | -16.0% | -4.3% | -11.7% | -16.3% |
| YTD | -27.6% | +70.6% | -98.1% | -35.8% |
| 1Y | -38.6% | +73.2% | -111.8% | -45.9% |
| 3Y | -22.8% | +60.3% | -83.1% | -32.1% |
| 5Y | -5.2% | +159.3% | -164.5% | -23.8% |
| All | +207.7% | +223.4% | -15.7% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling