-52.3%
PDD vs CPNG
-75.9%
+23.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | 0.0% |
| 7D | -7.6% | -6.9% | -0.8% | -4.8% |
| 30D | -5.4% | +1.1% | -6.5% | -6.4% |
| 3M | -12.9% | -6.3% | -6.6% | -11.2% |
| 6M | -19.0% | -3.8% | -15.2% | -20.4% |
| YTD | -31.6% | -35.2% | +3.6% | -21.2% |
| 1Y | -43.0% | -47.0% | +4.0% | -27.7% |
| 3Y | -28.9% | -0.2% | -28.7% | -40.5% |
| 5Y | -18.4% | -42.5% | +24.1% | -16.1% |
| All | -52.3% | -75.9% | +23.7% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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