+211.0%
PDD vs CL
+78.0%
+132.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | +5.6% | +1.3% | +4.3% | +5.5% |
| 30D | +5.8% | +11.4% | -5.6% | +4.8% |
| 3M | -8.6% | +4.4% | -13.0% | -9.0% |
| 6M | -18.8% | +10.8% | -29.6% | -19.6% |
| YTD | -26.8% | +25.1% | -51.9% | -28.2% |
| 1Y | -39.3% | +28.0% | -67.2% | -40.6% |
| 3Y | -22.5% | +37.6% | -60.1% | -25.6% |
| 5Y | -0.8% | +39.7% | -40.5% | -5.9% |
| All | +211.0% | +78.0% | +132.9% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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