-51.6%
PDD vs CPNG
-76.8%
+25.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -4.4% | -7.6% | +3.2% | -1.1% |
| 30D | -15.5% | -8.8% | -6.6% | -12.1% |
| 3M | -4.1% | -7.2% | +3.2% | -2.4% |
| 6M | -23.4% | -21.5% | -1.9% | -18.1% |
| YTD | -30.7% | -37.4% | +6.8% | -18.2% |
| 1Y | -37.6% | -54.3% | +16.7% | -14.6% |
| 3Y | -17.5% | -20.3% | +2.8% | -22.0% |
| 5Y | -24.6% | -51.2% | +26.6% | -16.3% |
| All | -51.6% | -76.8% | +25.2% | -35.4% |
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