+207.9%
PDD vs CCJ
+867.2%
-659.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | -9.6% | +6.9% | -16.5% | -11.3% |
| 3M | -4.3% | -11.6% | +7.4% | -2.0% |
| 6M | -18.8% | -16.2% | -2.5% | -16.2% |
| YTD | -27.5% | +10.1% | -37.6% | -30.9% |
| 1Y | -33.6% | +32.3% | -65.9% | -40.9% |
| 3Y | -20.4% | +171.3% | -191.7% | -46.0% |
| 5Y | -19.6% | +372.4% | -392.0% | -55.4% |
| All | +207.9% | +867.2% | -659.3% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling