+157.8%
CME vs PDD
+198.0%
-40.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | +3.9% | -4.9% | +8.8% | +4.1% |
| 30D | +11.3% | -3.0% | +14.4% | +11.4% |
| 3M | +19.6% | -6.2% | +25.7% | +19.7% |
| 6M | +8.1% | -20.7% | +28.8% | +8.7% |
| YTD | +20.4% | -30.4% | +50.8% | +21.4% |
| 1Y | +16.5% | -41.3% | +57.8% | +18.0% |
| 3Y | +66.4% | -27.7% | +94.1% | +66.1% |
| 5Y | +74.5% | -16.9% | +91.3% | +67.8% |
| All | +157.8% | +198.0% | -40.2% | +128.1% |
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