-0.3%
PDD vs CL
+39.7%
-39.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.1% |
| 7D | +5.6% | +1.3% | +4.3% | +5.7% |
| 30D | +5.8% | +11.4% | -5.6% | +6.1% |
| 3M | -8.6% | +4.4% | -13.0% | -8.6% |
| 6M | -18.8% | +10.8% | -29.6% | -18.6% |
| YTD | -26.8% | +25.1% | -51.9% | -25.8% |
| 1Y | -39.3% | +28.0% | -67.2% | -38.4% |
| 3Y | -22.5% | +37.6% | -60.1% | -20.9% |
| All | -0.3% | +39.7% | -39.9% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling