+724.0%
CVNA vs PDD
+200.9%
+523.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.1% |
| 7D | +3.5% | -4.1% | +7.6% | +4.9% |
| 30D | +5.5% | -13.1% | +18.6% | +10.2% |
| 3M | +7.6% | -3.5% | +11.1% | +8.6% |
| 6M | +17.6% | -21.8% | +39.4% | +26.2% |
| YTD | -11.5% | -29.7% | +18.2% | -1.5% |
| 1Y | +0.4% | -36.2% | +36.6% | +15.2% |
| 3Y | +695.6% | -16.4% | +711.9% | +673.2% |
| 5Y | +13.6% | -23.8% | +37.4% | -1.3% |
| All | +724.0% | +200.9% | +523.1% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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