-38.6%
PDD vs CMI
+10.9%
-49.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.8% | +8.2% | +2.8% |
| 7D | +6.0% | -11.2% | +17.2% | +6.9% |
| 30D | +5.5% | -9.8% | +15.3% | +6.1% |
| 3M | -9.8% | -25.5% | +15.8% | -7.6% |
| 6M | -16.0% | -27.7% | +11.7% | -15.2% |
| YTD | -27.6% | -6.6% | -20.9% | -33.8% |
| 1Y | -38.6% | +11.7% | -50.3% | -46.6% |
| All | -38.6% | +10.9% | -49.5% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling