+214.4%
PDD vs CI
+88.3%
+126.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | +5.9% | +1.0% | +4.9% | +5.7% |
| 30D | +7.1% | +9.9% | -2.8% | +5.4% |
| 3M | -7.7% | +12.1% | -19.8% | -9.4% |
| 6M | -13.2% | +10.6% | -23.8% | -15.0% |
| YTD | -26.0% | +11.4% | -37.4% | -27.6% |
| 1Y | -38.4% | +18.8% | -57.2% | -40.5% |
| 3Y | -21.1% | +2.9% | -24.0% | -23.9% |
| 5Y | +0.3% | +54.5% | -54.2% | -14.2% |
| All | +214.4% | +88.3% | +126.1% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling