+1,765.7%
CLS vs PDD
+199.6%
+1,566.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -13.9% | -1.0% | -12.9% | -13.9% |
| 30D | -38.2% | -2.4% | -35.8% | -38.1% |
| 3M | -28.8% | -14.6% | -14.2% | -27.7% |
| 6M | -40.4% | -19.6% | -20.8% | -39.0% |
| YTD | -24.3% | -30.0% | +5.7% | -21.2% |
| 1Y | -35.0% | -42.5% | +7.5% | -30.7% |
| 3Y | +778.7% | -27.2% | +805.9% | +794.1% |
| 5Y | +1,884.8% | -8.2% | +1,893.1% | +1,733.8% |
| All | +1,765.7% | +199.6% | +1,566.1% | +1,380.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling