+207.9%
PDD vs CMI
+405.6%
-197.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.3% |
| 7D | -4.1% | -0.7% | -3.3% | -3.8% |
| 30D | -9.6% | -13.4% | +3.8% | -4.8% |
| 3M | -4.3% | -17.0% | +12.7% | +1.1% |
| 6M | -18.8% | -1.6% | -17.1% | -20.5% |
| YTD | -27.5% | +11.0% | -38.5% | -32.9% |
| 1Y | -33.6% | +41.9% | -75.5% | -45.0% |
| 3Y | -20.4% | +151.8% | -172.2% | -49.6% |
| 5Y | -19.6% | +163.6% | -183.2% | -51.2% |
| All | +207.9% | +405.6% | -197.7% | +24.3% |
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 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