+214.4%
PDD vs CPB
-22.4%
+236.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | +5.9% | +11.6% | -5.7% | +6.0% |
| 30D | +7.1% | +23.3% | -16.2% | +7.3% |
| 3M | -7.7% | +1.6% | -9.3% | -7.7% |
| 6M | -13.2% | +13.9% | -27.2% | -13.0% |
| YTD | -26.0% | -11.7% | -14.3% | -26.2% |
| 1Y | -38.4% | -18.2% | -20.2% | -38.7% |
| 3Y | -21.1% | -35.2% | +14.1% | -22.1% |
| 5Y | +0.3% | -30.5% | +30.9% | -2.6% |
| All | +214.4% | -22.4% | +236.8% | +222.2% |
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 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