+207.9%
PDD vs CBRE
+200.9%
+7.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -4.1% | -2.0% | -2.1% | -3.5% |
| 30D | -9.6% | -2.2% | -7.4% | -9.2% |
| 3M | -4.3% | +12.9% | -17.2% | -8.6% |
| 6M | -18.8% | +4.3% | -23.1% | -20.4% |
| YTD | -27.5% | -8.0% | -19.5% | -26.4% |
| 1Y | -33.6% | -8.6% | -25.1% | -32.7% |
| 3Y | -20.4% | +71.9% | -92.3% | -37.4% |
| 5Y | -19.6% | +50.0% | -69.6% | -34.5% |
| All | +207.9% | +200.9% | +7.0% | +110.4% |
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