-18.7%
PDD vs CAPR
+40.5%
-59.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -4.1% | -2.0% | -2.1% | -4.1% |
| 30D | -9.6% | +139.2% | -148.8% | -9.8% |
| 3M | -4.3% | -66.4% | +62.1% | -4.2% |
| 6M | -18.8% | -63.1% | +44.4% | -18.7% |
| YTD | -27.5% | -67.4% | +39.9% | -27.5% |
| 1Y | -33.6% | +58.2% | -91.9% | -34.6% |
| All | -18.7% | +40.5% | -59.2% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling