+195.9%
PDD vs CMS
+86.1%
+109.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -3.8% | -1.1% | -2.7% | -3.9% |
| 30D | -2.4% | +6.6% | -8.9% | -1.9% |
| 3M | -12.7% | +0.8% | -13.5% | -12.6% |
| 6M | -20.0% | -3.3% | -16.7% | -20.2% |
| YTD | -30.3% | +2.7% | -33.0% | -30.1% |
| 1Y | -42.4% | -4.0% | -38.4% | -42.5% |
| 3Y | -27.5% | +37.6% | -65.1% | -25.6% |
| 5Y | -14.9% | +35.4% | -50.4% | -12.9% |
| All | +195.9% | +86.1% | +109.8% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling