+207.9%
PDD vs CPRT
+132.7%
+75.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -4.1% | +2.2% | -6.3% | -5.1% |
| 30D | -9.6% | +16.6% | -26.2% | -16.3% |
| 3M | -4.3% | +9.6% | -13.9% | -9.3% |
| 6M | -18.8% | -11.1% | -7.6% | -15.0% |
| YTD | -27.5% | -13.9% | -13.6% | -23.4% |
| 1Y | -33.6% | -32.5% | -1.1% | -20.8% |
| 3Y | -20.4% | -25.0% | +4.6% | -14.6% |
| 5Y | -19.6% | -7.4% | -12.2% | -26.4% |
| All | +207.9% | +132.7% | +75.2% | +34.6% |
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 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