+198.7%
PDD vs CCJ
+879.0%
-680.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.3% |
| 7D | -4.1% | +5.9% | -10.0% | -5.5% |
| 30D | -13.1% | +4.7% | -17.8% | -14.3% |
| 3M | -3.5% | -3.3% | -0.2% | -3.4% |
| 6M | -21.8% | -7.0% | -14.8% | -21.4% |
| YTD | -29.7% | +11.5% | -41.1% | -33.2% |
| 1Y | -36.2% | +32.3% | -68.5% | -43.2% |
| 3Y | -16.4% | +176.8% | -193.2% | -43.6% |
| 5Y | -23.8% | +351.8% | -375.6% | -57.3% |
| All | +198.7% | +879.0% | -680.3% | +37.1% |
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