-24.6%
PDD vs CPAY
+54.3%
-78.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -4.4% | -2.5% | -1.9% | -3.4% |
| 30D | -15.5% | +1.3% | -16.8% | -16.2% |
| 3M | -4.1% | +13.5% | -17.5% | -9.8% |
| 6M | -23.4% | +24.7% | -48.1% | -31.7% |
| YTD | -30.7% | +34.9% | -65.6% | -41.3% |
| 1Y | -37.6% | +29.7% | -67.3% | -46.4% |
| 3Y | -17.5% | +49.4% | -66.9% | -40.0% |
| 5Y | -24.6% | +53.5% | -78.1% | -48.1% |
| All | -24.6% | +54.3% | -78.9% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling