-41.7%
PDD vs CPRT
-20.1%
-21.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.3% |
| 7D | -1.4% | +1.6% | -3.1% | -1.8% |
| 30D | -1.0% | +18.8% | -19.8% | -4.0% |
| 3M | -12.3% | +9.4% | -21.7% | -13.5% |
| 6M | -18.5% | -4.4% | -14.1% | -19.4% |
| YTD | -29.0% | -17.1% | -11.9% | -29.8% |
| All | -41.7% | -20.1% | -21.6% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling