+207.9%
PDD vs CNP
+78.4%
+129.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -4.1% | +1.1% | -5.2% | -4.2% |
| 30D | -9.6% | -1.8% | -7.8% | -9.4% |
| 3M | -4.3% | -4.6% | +0.4% | -3.8% |
| 6M | -18.8% | -8.8% | -9.9% | -18.0% |
| YTD | -27.5% | +5.2% | -32.7% | -28.2% |
| 1Y | -33.6% | +8.3% | -41.9% | -34.6% |
| 3Y | -20.4% | +54.9% | -75.3% | -25.7% |
| 5Y | -19.6% | +73.5% | -93.1% | -26.4% |
| All | +207.9% | +78.4% | +129.5% | +189.4% |
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