-21.6%
PDD vs CI
+2.7%
-24.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.2% |
| 7D | +5.9% | +1.0% | +4.9% | +5.9% |
| 30D | +7.1% | +9.9% | -2.8% | +7.4% |
| 3M | -7.7% | +12.1% | -19.8% | -7.4% |
| 6M | -13.2% | +10.6% | -23.8% | -13.0% |
| YTD | -26.0% | +11.4% | -37.4% | -25.7% |
| 1Y | -38.4% | +18.8% | -57.2% | -38.0% |
| All | -21.6% | +2.7% | -24.3% | -23.2% |
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