+78.7%
CRM vs PDD
+210.2%
-131.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | +1.3% | -4.1% | +5.3% | +1.8% |
| 30D | +34.3% | -9.6% | +43.9% | +36.0% |
| 3M | +37.7% | -4.3% | +42.0% | +38.3% |
| 6M | +34.9% | -18.8% | +53.7% | +38.2% |
| YTD | -1.6% | -27.5% | +25.9% | +2.3% |
| 1Y | +7.1% | -33.6% | +40.8% | +12.6% |
| 3Y | +19.0% | -20.4% | +39.5% | +17.5% |
| 5Y | -1.3% | -19.6% | +18.3% | -10.8% |
| All | +78.7% | +210.2% | -131.5% | +17.6% |
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 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