+71.0%
CME vs PDD
-1.2%
+72.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | +0.9% | +5.6% | -4.7% | +0.7% |
| 30D | +13.2% | +5.8% | +7.4% | +13.0% |
| 3M | +16.3% | -8.6% | +24.9% | +16.5% |
| 6M | +7.1% | -18.8% | +26.0% | +7.7% |
| YTD | +15.8% | -26.8% | +42.6% | +16.7% |
| 1Y | +17.1% | -39.3% | +56.4% | +18.6% |
| 3Y | +63.2% | -22.5% | +85.7% | +62.1% |
| All | +71.0% | -1.2% | +72.2% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling