+70.8%
CRM vs PDD
+193.6%
-122.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | -4.4% | -5.4% | +0.9% | -3.7% |
| 30D | +28.1% | -12.6% | +40.8% | +30.4% |
| 3M | +48.8% | -4.3% | +53.1% | +49.5% |
| 6M | +28.3% | -24.4% | +52.7% | +32.7% |
| YTD | -6.0% | -31.4% | +25.4% | -1.5% |
| 1Y | +1.4% | -38.1% | +39.5% | +7.7% |
| 3Y | +11.8% | -20.1% | +32.0% | +10.3% |
| 5Y | -2.0% | -25.0% | +23.0% | -10.6% |
| All | +70.8% | +193.6% | -122.9% | +13.3% |
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