-41.3%
PDD vs CMS
-2.7%
-38.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +2.0% |
| 7D | -4.9% | +1.7% | -6.6% | -4.8% |
| 30D | -3.0% | +6.2% | -9.2% | -2.4% |
| 3M | -6.2% | +0.6% | -6.8% | -6.3% |
| 6M | -20.7% | -1.8% | -18.9% | -21.2% |
| YTD | -30.4% | +3.8% | -34.2% | -28.6% |
| 1Y | -41.3% | -1.8% | -39.5% | -41.4% |
| All | -41.3% | -2.7% | -38.6% | -41.4% |
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