+303.2%
CMG vs PDD
+196.6%
+106.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.4% |
| 7D | -6.5% | -4.4% | -2.0% | -6.1% |
| 30D | +12.1% | -15.5% | +27.6% | +13.7% |
| 3M | +20.6% | -4.1% | +24.6% | +20.8% |
| 6M | +2.1% | -23.4% | +25.5% | +4.1% |
| YTD | -2.6% | -30.7% | +28.1% | +0.1% |
| 1Y | -8.7% | -37.6% | +28.9% | -5.3% |
| 3Y | -7.4% | -17.5% | +10.2% | -8.5% |
| 5Y | -5.7% | -24.6% | +19.0% | -12.2% |
| All | +303.2% | +196.6% | +106.6% | +225.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling