+214.4%
PDD vs CNP
+79.8%
+134.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.5% |
| 7D | +5.9% | -5.3% | +11.2% | +6.5% |
| 30D | +7.1% | +3.7% | +3.4% | +6.6% |
| 3M | -7.7% | -1.1% | -6.6% | -7.6% |
| 6M | -13.2% | -7.1% | -6.1% | -12.6% |
| YTD | -26.0% | +6.0% | -32.0% | -26.8% |
| 1Y | -38.4% | +5.2% | -43.6% | -39.1% |
| 3Y | -21.1% | +57.5% | -78.6% | -26.6% |
| 5Y | +0.3% | +70.0% | -69.7% | -7.9% |
| All | +214.4% | +79.8% | +134.7% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling