-48.9%
PDD vs CPNG
-74.3%
+25.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | +5.6% | +13.4% | -7.7% | -0.5% |
| 30D | +5.8% | +10.0% | -4.2% | +0.8% |
| 3M | -8.6% | -0.4% | -8.2% | -9.2% |
| 6M | -18.8% | -8.9% | -9.9% | -18.1% |
| YTD | -26.8% | -30.9% | +4.2% | -17.9% |
| 1Y | -39.3% | -43.8% | +4.5% | -24.9% |
| 3Y | -22.5% | -2.5% | -20.0% | -34.0% |
| 5Y | -0.8% | -45.6% | +44.8% | +4.4% |
| All | -48.9% | -74.3% | +25.5% | -35.2% |
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