+197.4%
PDD vs CPB
-24.3%
+221.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | -1.0% | +2.9% | -3.8% | -0.9% |
| 30D | -2.4% | +17.6% | -20.0% | -2.2% |
| 3M | -14.6% | +2.0% | -16.7% | -14.6% |
| 6M | -19.6% | +11.6% | -31.3% | -19.4% |
| YTD | -30.0% | -13.8% | -16.2% | -30.2% |
| 1Y | -42.5% | -21.6% | -21.0% | -42.8% |
| 3Y | -27.2% | -35.8% | +8.6% | -28.1% |
| 5Y | -8.2% | -33.3% | +25.1% | -10.7% |
| All | +197.4% | -24.3% | +221.6% | +204.7% |
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