+207.9%
PDD vs CPAY
+84.7%
+123.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -4.1% | +2.1% | -6.1% | -4.8% |
| 30D | -9.6% | +5.5% | -15.1% | -11.6% |
| 3M | -4.3% | +16.6% | -20.8% | -10.0% |
| 6M | -18.8% | +26.7% | -45.4% | -26.6% |
| YTD | -27.5% | +38.4% | -65.9% | -37.3% |
| 1Y | -33.6% | +30.1% | -63.8% | -41.5% |
| 3Y | -20.4% | +52.6% | -73.0% | -36.8% |
| 5Y | -19.6% | +59.0% | -78.6% | -38.2% |
| All | +207.9% | +84.7% | +123.2% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling