+732.7%
CLS vs PDD
-23.2%
+755.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -22.2% | +5.6% | -27.8% | -23.3% |
| 30D | -44.4% | +5.8% | -50.1% | -45.3% |
| 3M | -34.3% | -8.6% | -25.7% | -33.2% |
| 6M | -50.1% | -18.8% | -31.2% | -47.8% |
| YTD | -30.1% | -26.8% | -3.3% | -25.2% |
| 1Y | -39.3% | -39.3% | -0.1% | -32.4% |
| 3Y | +732.7% | -22.5% | +755.2% | +782.2% |
| All | +732.7% | -23.2% | +755.9% | +782.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling