+195.8%
PDD vs CL
+83.8%
+112.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +1.7% |
| 7D | -4.9% | +3.2% | -8.1% | -5.2% |
| 30D | -3.0% | +8.0% | -11.1% | -3.7% |
| 3M | -6.2% | +7.9% | -14.0% | -6.8% |
| 6M | -20.7% | +14.7% | -35.4% | -21.7% |
| YTD | -30.4% | +29.2% | -59.5% | -31.9% |
| 1Y | -41.3% | +29.5% | -70.8% | -42.6% |
| 3Y | -27.7% | +40.7% | -68.4% | -30.7% |
| 5Y | -16.9% | +43.9% | -60.7% | -21.3% |
| All | +195.8% | +83.8% | +112.0% | +166.9% |
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