+190.4%
PDD vs CCJ
+589.1%
-398.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.0% |
| 7D | -7.6% | +5.0% | -12.7% | -8.9% |
| 30D | -5.4% | -16.7% | +11.3% | -1.5% |
| 3M | -12.9% | -27.5% | +14.6% | -6.4% |
| 6M | -19.0% | -38.6% | +19.6% | -9.9% |
| YTD | -31.6% | -21.5% | -10.1% | -29.5% |
| 1Y | -43.0% | -22.3% | -20.7% | -41.3% |
| 3Y | -28.9% | +69.9% | -98.8% | -45.3% |
| 5Y | -18.4% | +163.6% | -182.0% | -47.7% |
| All | +190.4% | +589.1% | -398.8% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling