+75.1%
CME vs PDD
-12.0%
+87.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +2.5% | -3.8% | +6.3% | +2.6% |
| 30D | +13.9% | -2.4% | +16.3% | +14.0% |
| 3M | +22.4% | -12.7% | +35.1% | +22.8% |
| 6M | +12.9% | -20.0% | +32.9% | +13.5% |
| YTD | +19.6% | -30.3% | +49.9% | +20.6% |
| 1Y | +17.7% | -42.4% | +60.1% | +19.3% |
| 3Y | +65.3% | -27.5% | +92.9% | +64.7% |
| 5Y | +75.1% | -14.9% | +90.1% | +76.7% |
| All | +75.1% | -12.0% | +87.2% | +76.7% |
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 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