+313.6%
CMG vs PDD
+210.2%
+103.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.8% | -4.1% | +1.2% | -2.5% |
| 30D | +7.1% | -9.6% | +16.7% | +8.0% |
| 3M | +31.2% | -4.3% | +35.4% | +31.5% |
| 6M | +0.7% | -18.8% | +19.4% | +2.2% |
| YTD | -0.1% | -27.5% | +27.4% | +2.3% |
| 1Y | -10.7% | -33.6% | +22.9% | -8.0% |
| 3Y | -4.7% | -20.4% | +15.7% | -5.5% |
| 5Y | -3.8% | -19.6% | +15.8% | -10.9% |
| All | +313.6% | +210.2% | +103.4% | +232.4% |
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 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