-33.6%
PDD vs CMS
-1.9%
-31.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -4.1% | +0.4% | -4.4% | -4.0% |
| 30D | -9.6% | -3.6% | -6.0% | -10.1% |
| 3M | -4.3% | -1.9% | -2.4% | -4.7% |
| 6M | -18.8% | -11.0% | -7.8% | -20.4% |
| YTD | -27.5% | +0.2% | -27.7% | -26.2% |
| 1Y | -33.6% | -1.3% | -32.3% | -32.6% |
| All | -33.6% | -1.9% | -31.8% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling