+190.4%
PDD vs CI
+85.0%
+105.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | -7.6% | -1.7% | -5.9% | -7.4% |
| 30D | -5.4% | +4.9% | -10.3% | -6.2% |
| 3M | -12.9% | +7.4% | -20.3% | -14.0% |
| 6M | -19.0% | +0.4% | -19.4% | -19.3% |
| YTD | -31.6% | +9.5% | -41.1% | -33.0% |
| 1Y | -43.0% | +12.0% | -55.0% | -44.4% |
| 3Y | -28.9% | +7.1% | -36.0% | -32.2% |
| 5Y | -18.4% | +49.3% | -67.7% | -29.8% |
| All | +190.4% | +85.0% | +105.4% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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