-13.6%
PDD vs CCJ
+159.0%
-172.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.2% |
| 7D | -4.9% | -0.8% | -4.1% | -4.8% |
| 30D | -3.0% | -13.2% | +10.1% | 0.0% |
| 3M | -6.2% | -27.6% | +21.5% | +1.0% |
| 6M | -20.7% | -38.7% | +18.0% | -11.5% |
| YTD | -30.4% | -22.7% | -7.7% | -28.1% |
| 1Y | -41.3% | -17.6% | -23.7% | -40.6% |
| 3Y | -27.7% | +62.7% | -90.4% | -46.5% |
| All | -13.6% | +159.0% | -172.5% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling