-4.7%
CRM vs PDD
-22.9%
+18.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -5.0% | -4.4% | -0.5% | -4.4% |
| 30D | +23.6% | -15.5% | +39.1% | +26.3% |
| 3M | +39.6% | -4.1% | +43.7% | +40.2% |
| 6M | +23.4% | -23.4% | +46.9% | +27.3% |
| YTD | -7.4% | -30.7% | +23.3% | -3.3% |
| 1Y | -2.3% | -37.6% | +35.3% | +3.3% |
| 3Y | +10.5% | -17.5% | +28.1% | +8.3% |
| 5Y | -4.7% | -24.6% | +19.9% | -12.2% |
| All | -4.7% | -22.9% | +18.1% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling