-42.5%
PDD vs CPRT
-20.5%
-22.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -1.0% | +4.0% | -5.0% | -1.7% |
| 30D | -2.4% | +18.2% | -20.6% | -5.2% |
| 3M | -14.6% | +9.2% | -23.8% | -15.8% |
| 6M | -19.6% | -4.8% | -14.8% | -20.4% |
| YTD | -30.0% | -17.5% | -12.5% | -30.7% |
| 1Y | -42.5% | -22.0% | -20.5% | -43.3% |
| All | -42.5% | -20.5% | -22.0% | -43.3% |
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 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