+211.0%
PDD vs CBRE
+175.8%
+35.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +5.6% | +5.2% | +0.5% | +3.8% |
| 30D | +5.8% | +6.2% | -0.5% | +3.4% |
| 3M | -8.6% | -8.1% | -0.5% | -6.6% |
| 6M | -18.8% | -6.6% | -12.2% | -17.7% |
| YTD | -26.8% | -15.7% | -11.1% | -23.7% |
| 1Y | -39.3% | -9.7% | -29.6% | -38.3% |
| 3Y | -22.5% | +80.4% | -102.9% | -40.4% |
| 5Y | -0.8% | +27.0% | -27.8% | -15.7% |
| All | +211.0% | +175.8% | +35.2% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling