-37.0%
PDD vs CMI
+42.1%
-79.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -4.4% | +0.7% | -5.1% | -4.5% |
| 30D | -15.5% | -12.3% | -3.2% | -14.3% |
| 3M | -4.1% | -16.8% | +12.7% | -3.1% |
| 6M | -23.4% | +1.5% | -24.9% | -27.3% |
| YTD | -30.7% | +9.8% | -40.5% | -35.9% |
| All | -37.0% | +42.1% | -79.0% | -42.0% |
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