+211.0%
PDD vs CAPR
-28.0%
+239.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.7% | -1.2% |
| 7D | +5.6% | +41.1% | -35.4% | +5.0% |
| 30D | +5.8% | +11.1% | -5.3% | +5.5% |
| 3M | -8.6% | +115.3% | -123.9% | -10.1% |
| 6M | -18.8% | -73.8% | +55.0% | -18.1% |
| YTD | -26.8% | -68.8% | +42.0% | -26.5% |
| 1Y | -39.3% | +43.3% | -82.6% | -43.0% |
| 3Y | -22.5% | +214.7% | -237.2% | -31.9% |
| 5Y | -0.8% | +141.3% | -142.1% | -13.4% |
| All | +211.0% | -28.0% | +239.0% | +265.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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