+194.4%
PDD vs CMI
+400.2%
-205.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -4.4% | +0.7% | -5.1% | -4.7% |
| 30D | -15.5% | -12.3% | -3.2% | -11.4% |
| 3M | -4.1% | -16.8% | +12.7% | +1.3% |
| 6M | -23.4% | +1.5% | -24.9% | -26.0% |
| YTD | -30.7% | +9.8% | -40.5% | -35.6% |
| 1Y | -37.6% | +42.6% | -80.2% | -48.4% |
| 3Y | -17.5% | +151.0% | -168.5% | -47.7% |
| 5Y | -24.6% | +167.0% | -191.6% | -54.4% |
| All | +194.4% | +400.2% | -205.7% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling