-25.7%
PDD vs CI
+6.0%
-31.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.0% |
| 7D | -1.4% | +0.1% | -1.6% | -1.4% |
| 30D | -1.0% | +4.7% | -5.7% | -0.9% |
| 3M | -12.3% | +5.2% | -17.5% | -12.1% |
| 6M | -18.5% | +3.8% | -22.3% | -18.4% |
| YTD | -29.0% | +9.2% | -38.2% | -28.8% |
| 1Y | -40.7% | +14.3% | -55.0% | -40.4% |
| 3Y | -25.7% | +8.4% | -34.1% | -27.7% |
| All | -25.7% | +6.0% | -31.7% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling