-8.2%
PDD vs CPRT
-16.1%
+7.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -1.0% | +4.0% | -5.0% | -2.9% |
| 30D | -2.4% | +18.2% | -20.6% | -10.5% |
| 3M | -14.6% | +9.2% | -23.8% | -19.1% |
| 6M | -19.6% | -4.8% | -14.8% | -18.7% |
| YTD | -30.0% | -17.5% | -12.5% | -23.9% |
| 1Y | -42.5% | -22.0% | -20.5% | -35.4% |
| 3Y | -27.2% | -33.7% | +6.5% | -17.2% |
| 5Y | -8.2% | -15.0% | +6.8% | -19.5% |
| All | -8.2% | -16.1% | +7.9% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling