-41.3%
PDD vs CL
+29.8%
-71.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +1.6% |
| 7D | -4.9% | +3.2% | -8.1% | -5.3% |
| 30D | -3.0% | +8.0% | -11.1% | -4.0% |
| 3M | -6.2% | +7.9% | -14.0% | -7.3% |
| 6M | -20.7% | +14.7% | -35.4% | -22.3% |
| YTD | -30.4% | +29.2% | -59.5% | -30.3% |
| 1Y | -41.3% | +29.5% | -70.8% | -41.4% |
| All | -41.3% | +29.8% | -71.1% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling