+207.9%
PDD vs CVE
+267.0%
-59.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -4.1% | +2.5% | -6.6% | -4.5% |
| 30D | -9.6% | +16.7% | -26.3% | -12.2% |
| 3M | -4.3% | +9.3% | -13.5% | -6.2% |
| 6M | -18.8% | +43.6% | -62.4% | -24.8% |
| YTD | -27.5% | +93.6% | -121.1% | -36.9% |
| 1Y | -33.6% | +98.8% | -132.4% | -42.7% |
| 3Y | -20.4% | +73.6% | -94.0% | -30.7% |
| 5Y | -19.6% | +312.5% | -332.1% | -39.6% |
| All | +207.9% | +267.0% | -59.1% | +151.5% |
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