+195.9%
PDD vs CPB
-25.2%
+221.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -3.8% | -4.1% | +0.3% | -3.8% |
| 30D | -2.4% | +16.9% | -19.3% | -2.2% |
| 3M | -12.7% | -0.6% | -12.1% | -12.7% |
| 6M | -20.0% | +11.4% | -31.4% | -19.8% |
| YTD | -30.3% | -14.8% | -15.5% | -30.5% |
| 1Y | -42.4% | -24.8% | -17.6% | -42.7% |
| 3Y | -27.5% | -36.6% | +9.1% | -28.4% |
| 5Y | -14.9% | -33.3% | +18.4% | -17.3% |
| All | +195.9% | -25.2% | +221.1% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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