-0.3%
PDD vs CNP
+73.6%
-73.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | +5.6% | -4.2% | +9.8% | +6.0% |
| 30D | +5.8% | +5.5% | +0.2% | +5.2% |
| 3M | -8.6% | +0.6% | -9.2% | -8.7% |
| 6M | -18.8% | -2.8% | -16.0% | -18.8% |
| YTD | -26.8% | +7.9% | -34.6% | -27.8% |
| 1Y | -39.3% | +6.7% | -45.9% | -40.1% |
| 3Y | -22.5% | +61.1% | -83.6% | -29.3% |
| All | -0.3% | +73.6% | -73.8% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling