+59.9%
CME vs PDD
-27.2%
+87.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.5% |
| 7D | -0.6% | -1.4% | +0.9% | -0.6% |
| 30D | +8.5% | -1.0% | +9.6% | +8.5% |
| 3M | +16.0% | -12.3% | +28.3% | +15.9% |
| 6M | +9.3% | -18.5% | +27.9% | +8.9% |
| YTD | +15.3% | -29.0% | +44.3% | +14.6% |
| 1Y | +14.4% | -40.7% | +55.1% | +13.4% |
| 3Y | +59.9% | -25.7% | +85.6% | +59.6% |
| All | +59.9% | -27.2% | +87.1% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling