+195.8%
PDD vs CNP
+85.2%
+110.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -4.9% | +1.3% | -6.2% | -5.0% |
| 30D | -3.0% | +3.8% | -6.9% | -3.5% |
| 3M | -6.2% | +2.4% | -8.5% | -6.5% |
| 6M | -20.7% | -1.2% | -19.5% | -20.8% |
| YTD | -30.4% | +9.3% | -39.6% | -31.4% |
| 1Y | -41.3% | +6.4% | -47.7% | -42.0% |
| 3Y | -27.7% | +66.4% | -94.1% | -33.2% |
| 5Y | -16.9% | +75.7% | -92.6% | -24.0% |
| All | +195.8% | +85.2% | +110.5% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling