+0.3%
PDD vs CMS
+36.2%
-35.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +5.9% | +1.7% | +4.2% | +6.0% |
| 30D | +7.1% | +8.6% | -1.5% | +7.8% |
| 3M | -7.7% | -0.5% | -7.2% | -7.7% |
| 6M | -13.2% | -4.2% | -9.1% | -13.5% |
| YTD | -26.0% | +3.4% | -29.4% | -25.6% |
| 1Y | -38.4% | +0.4% | -38.9% | -38.3% |
| 3Y | -21.1% | +38.2% | -59.3% | -18.9% |
| 5Y | +0.3% | +35.4% | -35.1% | -2.0% |
| All | +0.3% | +36.2% | -35.8% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling