+214.4%
PDD vs CPRT
+124.1%
+90.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +5.9% | +9.9% | -4.0% | +1.2% |
| 30D | +7.1% | +21.1% | -14.0% | -2.4% |
| 3M | -7.7% | +12.3% | -20.0% | -13.4% |
| 6M | -13.2% | -2.0% | -11.2% | -13.8% |
| YTD | -26.0% | -17.0% | -8.9% | -20.7% |
| 1Y | -38.4% | -22.5% | -15.9% | -31.8% |
| 3Y | -21.1% | -29.3% | +8.2% | -13.0% |
| 5Y | +0.3% | -15.6% | +15.9% | -4.4% |
| All | +214.4% | +124.1% | +90.3% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling