-16.4%
PDD vs CPAY
+49.5%
-65.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.5% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | -13.1% | +3.6% | -16.7% | -13.9% |
| 3M | -3.5% | +16.6% | -20.1% | -7.2% |
| 6M | -21.8% | +29.5% | -51.3% | -26.9% |
| YTD | -29.7% | +35.3% | -64.9% | -35.3% |
| 1Y | -36.2% | +30.6% | -66.9% | -40.9% |
| 3Y | -16.4% | +49.7% | -66.1% | -22.5% |
| All | -16.4% | +49.5% | -65.8% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling