+127.0%
CME vs PDD
+210.2%
-83.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -1.6% | -4.1% | +2.5% | -1.5% |
| 30D | +6.2% | -9.6% | +15.8% | +6.5% |
| 3M | +10.4% | -4.3% | +14.7% | +10.5% |
| 6M | -9.5% | -18.8% | +9.2% | -9.1% |
| YTD | +6.0% | -27.5% | +33.5% | +6.8% |
| 1Y | +9.3% | -33.6% | +42.9% | +10.3% |
| 3Y | +57.7% | -20.4% | +78.1% | +56.8% |
| 5Y | +77.7% | -19.6% | +97.3% | +70.9% |
| All | +127.0% | +210.2% | -83.2% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling