+190.4%
PDD vs CPAY
+102.3%
+88.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | -7.6% | +2.0% | -9.7% | -8.3% |
| 30D | -5.4% | +14.3% | -19.7% | -10.0% |
| 3M | -12.9% | +11.3% | -24.2% | -16.6% |
| 6M | -19.0% | +34.8% | -53.8% | -28.1% |
| YTD | -31.6% | +51.5% | -83.2% | -42.9% |
| 1Y | -43.0% | +59.0% | -102.1% | -53.4% |
| 3Y | -28.9% | +97.2% | -126.1% | -49.3% |
| 5Y | -18.4% | +88.8% | -107.2% | -40.8% |
| All | +190.4% | +102.3% | +88.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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