-51.1%
PDD vs CPNG
-74.3%
+23.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.1% |
| 7D | -1.0% | +7.2% | -8.2% | -4.3% |
| 30D | -2.4% | +3.2% | -5.6% | -4.3% |
| 3M | -14.6% | +0.9% | -15.5% | -15.7% |
| 6M | -19.6% | -3.8% | -15.8% | -20.9% |
| YTD | -30.0% | -30.8% | +0.8% | -21.5% |
| 1Y | -42.5% | -43.5% | +1.0% | -29.1% |
| 3Y | -27.2% | +6.6% | -33.8% | -40.7% |
| 5Y | -8.2% | -45.3% | +37.1% | -3.7% |
| All | -51.1% | -74.3% | +23.2% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling