+211.0%
PDD vs CPRT
+120.5%
+90.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.3% |
| 7D | +5.6% | +6.0% | -0.4% | +2.7% |
| 30D | +5.8% | +20.0% | -14.3% | -3.2% |
| 3M | -8.6% | +10.1% | -18.7% | -13.4% |
| 6M | -18.8% | -4.3% | -14.5% | -18.5% |
| YTD | -26.8% | -18.4% | -8.4% | -21.0% |
| 1Y | -39.3% | -20.1% | -19.2% | -33.8% |
| 3Y | -22.5% | -30.4% | +7.9% | -13.9% |
| 5Y | -0.8% | -17.0% | +16.2% | -4.7% |
| All | +211.0% | +120.5% | +90.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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