+201.5%
PDD vs CI
+84.6%
+116.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | -1.0% | +4.7% | -5.7% | -1.8% |
| 3M | -12.3% | +5.2% | -17.5% | -13.1% |
| 6M | -18.5% | +3.8% | -22.3% | -19.3% |
| YTD | -29.0% | +9.2% | -38.2% | -30.4% |
| 1Y | -40.7% | +14.3% | -55.0% | -42.3% |
| 3Y | -25.7% | +8.4% | -34.1% | -29.3% |
| 5Y | -3.3% | +50.0% | -53.3% | -16.9% |
| All | +201.5% | +84.6% | +116.9% | +141.0% |
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