+12.3%
CMG vs PDD
-43.8%
+56.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.8% |
| 7D | -0.6% | -7.6% | +7.0% | +0.1% |
| 30D | +15.9% | -5.4% | +21.3% | +16.3% |
| 3M | +7.8% | -12.9% | +20.7% | +8.9% |
| 6M | +7.7% | -19.0% | +26.7% | +9.0% |
| YTD | -4.9% | -31.6% | +26.7% | -0.9% |
| 1Y | +12.3% | -43.0% | +55.3% | +20.9% |
| All | +12.3% | -43.8% | +56.1% | +20.9% |
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