-49.4%
PDD vs CPNG
-75.9%
+26.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.3% |
| 7D | -4.1% | -7.4% | +3.4% | -0.8% |
| 30D | -9.6% | -4.4% | -5.2% | -8.0% |
| 3M | -4.3% | -7.5% | +3.2% | -2.8% |
| 6M | -18.8% | -19.9% | +1.2% | -13.9% |
| YTD | -27.5% | -35.2% | +7.7% | -15.8% |
| 1Y | -33.6% | -46.8% | +13.1% | -15.8% |
| 3Y | -20.4% | -20.2% | -0.3% | -24.5% |
| 5Y | -19.6% | -48.4% | +28.8% | -13.1% |
| All | -49.4% | -75.9% | +26.5% | -33.5% |
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