-30.7%
CIFR vs PDD
-7.6%
-23.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -5.9% | -4.6% |
| 7D | +4.8% | -4.9% | +9.7% | +6.2% |
| 30D | -31.0% | -3.0% | -27.9% | -30.9% |
| 3M | -58.7% | -6.2% | -52.5% | -58.3% |
| 6M | -67.7% | -20.7% | -47.0% | -66.2% |
| YTD | -53.5% | -30.4% | -23.2% | -49.3% |
| 1Y | -54.1% | -41.3% | -12.8% | -47.4% |
| 3Y | +138.2% | -27.7% | +165.9% | +145.2% |
| 5Y | -18.5% | -16.9% | -1.7% | -31.9% |
| All | -30.7% | -7.6% | -23.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling