-18.7%
PDD vs CPB
-40.0%
+21.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.7% |
| 7D | -4.1% | -8.6% | +4.5% | -4.1% |
| 30D | -9.6% | -7.2% | -2.4% | -9.6% |
| 3M | -4.3% | +0.9% | -5.2% | -4.2% |
| 6M | -18.8% | -11.8% | -6.9% | -18.8% |
| YTD | -27.5% | -19.4% | -8.1% | -27.7% |
| 1Y | -33.6% | -30.4% | -3.3% | -34.0% |
| All | -18.7% | -40.0% | +21.4% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling