-33.9%
CIFR vs PDD
-2.8%
-31.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.1% | +19.0% | +18.2% |
| 7D | -10.2% | +5.6% | -15.8% | -12.1% |
| 30D | -55.0% | +5.8% | -60.8% | -56.0% |
| 3M | -64.1% | -8.6% | -55.5% | -63.4% |
| 6M | -70.1% | -18.8% | -51.3% | -68.9% |
| YTD | -55.7% | -26.8% | -28.9% | -52.3% |
| 1Y | -69.9% | -39.3% | -30.6% | -65.8% |
| 3Y | +68.7% | -22.5% | +91.2% | +70.5% |
| 5Y | -26.2% | -0.8% | -25.4% | -39.6% |
| All | -33.9% | -2.8% | -31.1% | -44.7% |
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