-13.6%
PDD vs CPB
-33.2%
+19.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +2.1% |
| 7D | -4.9% | -1.6% | -3.3% | -5.0% |
| 30D | -3.0% | +19.2% | -22.2% | -1.3% |
| 3M | -6.2% | -1.0% | -5.2% | -6.4% |
| 6M | -20.7% | +15.2% | -35.9% | -19.1% |
| YTD | -30.4% | -13.1% | -17.3% | -31.7% |
| 1Y | -41.3% | -22.4% | -18.8% | -43.4% |
| 3Y | -27.7% | -35.3% | +7.6% | -31.9% |
| All | -13.6% | -33.2% | +19.7% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling