-23.7%
PDD vs CI
+42.7%
-66.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -4.1% | +1.3% | -5.4% | -4.2% |
| 30D | -9.6% | +4.4% | -14.0% | -10.0% |
| 3M | -4.3% | +0.7% | -4.9% | -4.5% |
| 6M | -18.8% | +0.3% | -19.1% | -19.0% |
| YTD | -27.5% | +3.8% | -31.3% | -28.0% |
| 1Y | -33.6% | -5.5% | -28.1% | -33.6% |
| 3Y | -20.4% | +8.1% | -28.5% | -25.5% |
| All | -23.7% | +42.7% | -66.4% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling