+195.8%
PDD vs CPRT
+119.6%
+76.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -4.9% | -0.4% | -4.5% | -4.8% |
| 30D | -3.0% | +21.2% | -24.2% | -11.6% |
| 3M | -6.2% | +8.3% | -14.5% | -10.4% |
| 6M | -20.7% | -3.4% | -17.3% | -20.7% |
| YTD | -30.4% | -18.7% | -11.7% | -24.7% |
| 1Y | -41.3% | -23.5% | -17.8% | -34.6% |
| 3Y | -27.7% | -34.2% | +6.5% | -17.0% |
| 5Y | -16.9% | -18.2% | +1.3% | -19.6% |
| All | +195.8% | +119.6% | +76.1% | +32.3% |
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