-29.6%
CLS vs PDD
-38.2%
+8.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.5% | -11.5% | -9.8% |
| 7D | -21.1% | +6.0% | -27.2% | -22.8% |
| 30D | -38.2% | +5.5% | -43.7% | -39.4% |
| 3M | -36.3% | -9.8% | -26.5% | -33.6% |
| 6M | -43.8% | -16.0% | -27.8% | -38.6% |
| YTD | -20.0% | -27.6% | +7.5% | -6.4% |
| 1Y | -29.6% | -38.6% | +9.0% | -8.1% |
| All | -29.6% | -38.2% | +8.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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