+0.3%
PDD vs CAPR
+126.3%
-126.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +2.2% |
| 7D | +5.9% | +29.7% | -23.8% | +5.4% |
| 30D | +7.1% | +11.0% | -3.9% | +6.8% |
| 3M | -7.7% | +118.8% | -126.5% | -9.1% |
| 6M | -13.2% | -73.9% | +60.7% | -12.5% |
| YTD | -26.0% | -70.2% | +44.2% | -25.6% |
| 1Y | -38.4% | +38.3% | -76.7% | -42.1% |
| 3Y | -21.1% | +199.7% | -220.8% | -44.7% |
| 5Y | +0.3% | +130.6% | -130.2% | -46.6% |
| All | +0.3% | +126.3% | -126.0% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling