-43.0%
PDD vs CMI
-3.3%
-39.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -7.6% | +1.5% | -9.2% | -7.7% |
| 30D | -5.4% | -14.0% | +8.6% | -4.6% |
| 3M | -12.9% | -28.3% | +15.4% | -10.8% |
| 6M | -19.0% | -34.9% | +15.9% | -16.4% |
| YTD | -31.6% | -9.9% | -21.8% | -37.8% |
| 1Y | -43.0% | -3.6% | -39.4% | -48.3% |
| All | -43.0% | -3.3% | -39.7% | -48.3% |
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