-38.6%
PDD vs CCJ
-26.2%
-12.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | +6.0% | -14.5% | +20.5% | +8.5% |
| 30D | +5.5% | -18.1% | +23.5% | +8.6% |
| 3M | -9.8% | -23.0% | +13.2% | -6.4% |
| 6M | -16.0% | -39.4% | +23.4% | -8.8% |
| YTD | -27.6% | -21.7% | -5.9% | -26.3% |
| 1Y | -38.6% | -25.9% | -12.7% | -37.6% |
| All | -38.6% | -26.2% | -12.4% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling