+207.9%
PDD vs CPB
-29.2%
+237.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.7% |
| 7D | -4.1% | -8.6% | +4.5% | -4.2% |
| 30D | -9.6% | -7.2% | -2.4% | -9.7% |
| 3M | -4.3% | +0.9% | -5.2% | -4.2% |
| 6M | -18.8% | -11.8% | -6.9% | -18.9% |
| YTD | -27.5% | -19.4% | -8.1% | -27.8% |
| 1Y | -33.6% | -30.4% | -3.3% | -34.0% |
| 3Y | -20.4% | -40.2% | +19.7% | -21.4% |
| 5Y | -19.6% | -39.5% | +19.9% | -21.6% |
| All | +207.9% | -29.2% | +237.1% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling