+214.4%
PDD vs CAPR
-31.2%
+245.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +2.3% |
| 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% | -9.2% |
| 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% | -30.6% |
| 5Y | +0.3% | +130.6% | -130.2% | -12.4% |
| All | +214.4% | -31.2% | +245.6% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling