-16.4%
PDD vs CMI
+156.7%
-173.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -4.1% | +1.9% | -6.0% | -4.6% |
| 30D | -13.1% | -12.5% | -0.6% | -10.2% |
| 3M | -3.5% | -16.2% | +12.7% | -0.2% |
| 6M | -21.8% | +4.9% | -26.6% | -25.6% |
| YTD | -29.7% | +11.1% | -40.8% | -34.9% |
| 1Y | -36.2% | +43.4% | -79.6% | -46.4% |
| 3Y | -16.4% | +154.1% | -170.4% | -41.8% |
| All | -16.4% | +156.7% | -173.1% | -41.8% |
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