-23.7%
PDD vs CPRT
-7.1%
-16.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -4.1% | +2.2% | -6.3% | -5.2% |
| 30D | -9.6% | +16.6% | -26.2% | -16.7% |
| 3M | -4.3% | +9.6% | -13.9% | -9.6% |
| 6M | -18.8% | -11.1% | -7.6% | -14.3% |
| YTD | -27.5% | -13.9% | -13.6% | -22.7% |
| 1Y | -33.6% | -32.5% | -1.1% | -18.5% |
| 3Y | -20.4% | -25.0% | +4.6% | -17.5% |
| All | -23.7% | -7.1% | -16.6% | -40.7% |
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