-6.0%
CMG vs PDD
-15.4%
+9.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.8% | -4.1% | +1.2% | -2.6% |
| 30D | +7.1% | -9.6% | +16.7% | +7.7% |
| 3M | +31.2% | -4.3% | +35.4% | +31.2% |
| 6M | +0.7% | -18.8% | +19.4% | +1.6% |
| YTD | -0.1% | -27.5% | +27.4% | +1.4% |
| 1Y | -10.7% | -33.6% | +22.9% | -9.0% |
| All | -6.0% | -15.4% | +9.4% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling