+201.5%
PDD vs CPRT
+123.9%
+77.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.8% |
| 7D | -1.4% | +1.6% | -3.1% | -2.3% |
| 30D | -1.0% | +18.8% | -19.8% | -9.0% |
| 3M | -12.3% | +9.4% | -21.7% | -16.6% |
| 6M | -18.5% | -4.4% | -14.1% | -18.1% |
| YTD | -29.0% | -17.1% | -11.9% | -24.0% |
| 1Y | -40.7% | -19.9% | -20.8% | -35.5% |
| 3Y | -25.7% | -30.5% | +4.8% | -17.2% |
| 5Y | -3.3% | -15.9% | +12.6% | -7.7% |
| All | +201.5% | +123.9% | +77.6% | +33.6% |
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