+197.4%
PDD vs CMI
+309.5%
-112.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.3% | -0.4% |
| 7D | -1.0% | -9.3% | +8.3% | +2.2% |
| 30D | -2.4% | -13.2% | +10.8% | +2.2% |
| 3M | -14.6% | -28.2% | +13.6% | -4.4% |
| 6M | -19.6% | -32.7% | +13.1% | -9.3% |
| YTD | -30.0% | -10.1% | -19.9% | -30.6% |
| 1Y | -42.5% | -4.9% | -37.7% | -44.4% |
| 3Y | -27.2% | +120.4% | -147.5% | -52.2% |
| 5Y | -8.2% | +114.3% | -122.5% | -40.3% |
| All | +197.4% | +309.5% | -112.1% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling