-0.3%
PDD vs CBRE
+26.4%
-26.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +5.6% | +5.2% | +0.5% | +3.0% |
| 30D | +5.8% | +6.2% | -0.5% | +2.3% |
| 3M | -8.6% | -8.1% | -0.5% | -5.7% |
| 6M | -18.8% | -6.6% | -12.2% | -17.4% |
| YTD | -26.8% | -15.7% | -11.1% | -22.4% |
| 1Y | -39.3% | -9.7% | -29.6% | -38.3% |
| 3Y | -22.5% | +80.4% | -102.9% | -54.7% |
| All | -0.3% | +26.4% | -26.6% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling