+10.9%
CMG vs PDD
-38.2%
+49.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.5% | +3.4% | +5.6% |
| 7D | +22.5% | +6.0% | +16.5% | +21.9% |
| 30D | +14.1% | +5.5% | +8.6% | +13.6% |
| 3M | +4.1% | -9.8% | +13.8% | +4.7% |
| 6M | +10.1% | -16.0% | +26.1% | +11.2% |
| YTD | -4.9% | -27.6% | +22.7% | -1.8% |
| 1Y | +10.9% | -38.6% | +49.5% | +17.4% |
| All | +10.9% | -38.2% | +49.1% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling