-23.7%
PDD vs CAPR
+84.7%
-108.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -4.1% | -2.0% | -2.1% | -4.0% |
| 30D | -9.6% | +139.2% | -148.8% | -11.0% |
| 3M | -4.3% | -66.4% | +62.1% | -3.7% |
| 6M | -18.8% | -63.1% | +44.4% | -18.5% |
| YTD | -27.5% | -67.4% | +39.9% | -27.2% |
| 1Y | -33.6% | +58.2% | -91.9% | -38.3% |
| 3Y | -20.4% | +42.2% | -62.6% | -37.0% |
| All | -23.7% | +84.7% | -108.4% | -56.3% |
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