-27.2%
PDD vs CMI
+122.7%
-149.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.3% | -0.8% |
| 7D | -1.0% | -9.3% | +8.3% | +0.9% |
| 30D | -2.4% | -13.2% | +10.8% | +0.3% |
| 3M | -14.6% | -28.2% | +13.6% | -8.4% |
| 6M | -19.6% | -32.7% | +13.1% | -13.4% |
| YTD | -30.0% | -10.1% | -19.9% | -32.1% |
| 1Y | -42.5% | -4.9% | -37.7% | -45.4% |
| 3Y | -27.2% | +120.4% | -147.5% | -39.7% |
| All | -27.2% | +122.7% | -149.9% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling