+1,902.8%
CLS vs PDD
+198.0%
+1,704.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.2% | -5.6% |
| 7D | +16.3% | -4.9% | +21.2% | +16.9% |
| 30D | -25.7% | -3.0% | -22.6% | -25.6% |
| 3M | -30.9% | -6.2% | -24.7% | -30.6% |
| 6M | -35.5% | -20.7% | -14.8% | -33.9% |
| YTD | -18.7% | -30.4% | +11.7% | -15.3% |
| 1Y | -17.9% | -41.3% | +23.4% | -12.7% |
| 3Y | +838.1% | -27.7% | +865.8% | +855.1% |
| 5Y | +1,971.9% | -16.9% | +1,988.8% | +1,832.1% |
| All | +1,902.8% | +198.0% | +1,704.8% | +1,489.7% |
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