-23.5%
PDD vs CMI
+168.8%
-192.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -4.1% | +1.9% | -6.0% | -4.8% |
| 30D | -13.1% | -12.5% | -0.6% | -8.4% |
| 3M | -3.5% | -16.2% | +12.7% | +2.0% |
| 6M | -21.8% | +4.9% | -26.6% | -26.5% |
| YTD | -29.7% | +11.1% | -40.8% | -36.5% |
| 1Y | -36.2% | +43.4% | -79.6% | -50.0% |
| 3Y | -16.4% | +154.1% | -170.4% | -55.0% |
| All | -23.5% | +168.8% | -192.4% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling