-19.3%
PDD vs CNI
+19.3%
-38.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -4.4% | +0.9% | -5.3% | -4.7% |
| 30D | -15.5% | -2.1% | -13.4% | -14.9% |
| 3M | -4.1% | +1.8% | -5.9% | -5.0% |
| 6M | -23.4% | +14.8% | -38.2% | -28.2% |
| YTD | -30.7% | +25.4% | -56.1% | -37.6% |
| 1Y | -37.6% | +32.9% | -70.6% | -45.5% |
| All | -19.3% | +19.3% | -38.6% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling