-22.5%
PDD vs CCJ
+69.7%
-92.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.7% |
| 7D | +5.6% | -7.3% | +12.9% | +6.7% |
| 30D | +5.8% | -20.0% | +25.7% | +9.1% |
| 3M | -8.6% | -23.8% | +15.2% | -5.3% |
| 6M | -18.8% | -42.4% | +23.5% | -12.4% |
| YTD | -26.8% | -22.1% | -4.7% | -24.9% |
| 1Y | -39.3% | -20.8% | -18.4% | -38.0% |
| 3Y | -22.5% | +75.7% | -98.2% | -31.3% |
| All | -22.5% | +69.7% | -92.2% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling