-23.7%
PDD vs CBRE
+50.7%
-74.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -4.1% | -2.0% | -2.1% | -3.2% |
| 30D | -9.6% | -2.2% | -7.4% | -9.0% |
| 3M | -4.3% | +12.9% | -17.2% | -10.6% |
| 6M | -18.8% | +4.3% | -23.1% | -21.3% |
| YTD | -27.5% | -8.0% | -19.5% | -26.0% |
| 1Y | -33.6% | -8.6% | -25.1% | -32.4% |
| 3Y | -20.4% | +71.9% | -92.3% | -49.0% |
| All | -23.7% | +50.7% | -74.4% | -45.1% |
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