+681.2%
CVNA vs PDD
+192.6%
+488.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.5% |
| 7D | -1.7% | -7.6% | +5.9% | +0.8% |
| 30D | +17.3% | -5.4% | +22.7% | +19.6% |
| 3M | -2.3% | -12.9% | +10.7% | +2.1% |
| 6M | -3.9% | -19.0% | +15.1% | +1.8% |
| YTD | -16.1% | -31.6% | +15.6% | -5.7% |
| 1Y | +7.9% | -43.0% | +50.9% | +28.2% |
| 3Y | +1,113.4% | -28.9% | +1,142.3% | +1,142.9% |
| 5Y | +20.3% | -18.4% | +38.7% | +3.4% |
| All | +681.2% | +192.6% | +488.6% | +299.8% |
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