+191.5%
PDD vs CNI
+58.9%
+132.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -4.6% | -1.1% | -3.5% | -4.0% |
| 30D | -14.0% | -3.5% | -10.5% | -12.3% |
| 3M | -4.9% | +2.2% | -7.1% | -6.5% |
| 6M | -25.8% | +15.1% | -40.9% | -32.4% |
| YTD | -31.4% | +24.7% | -56.0% | -40.6% |
| 1Y | -37.6% | +33.4% | -70.9% | -48.4% |
| 3Y | -18.4% | +19.5% | -37.9% | -29.2% |
| 5Y | -25.0% | +12.6% | -37.5% | -31.3% |
| All | +191.5% | +58.9% | +132.6% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling