+198.7%
PDD vs CBRE
+189.6%
+9.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -1.7% |
| 7D | -4.1% | -1.5% | -2.6% | -3.7% |
| 30D | -13.1% | -4.0% | -9.1% | -12.1% |
| 3M | -3.5% | +8.0% | -11.5% | -6.4% |
| 6M | -21.8% | +4.0% | -25.8% | -23.3% |
| YTD | -29.7% | -11.5% | -18.1% | -27.6% |
| 1Y | -36.2% | -13.0% | -23.2% | -34.2% |
| 3Y | -16.4% | +66.9% | -83.2% | -33.5% |
| 5Y | -23.8% | +45.0% | -68.9% | -37.2% |
| All | +198.7% | +189.6% | +9.1% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CBRE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling