+0.3%
PDD vs CL
+43.3%
-43.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +5.9% | +5.9% | 0.0% | +6.0% |
| 30D | +7.1% | +13.8% | -6.7% | +7.5% |
| 3M | -7.7% | +6.4% | -14.1% | -7.6% |
| 6M | -13.2% | +15.6% | -28.9% | -12.9% |
| YTD | -26.0% | +27.9% | -53.9% | -25.0% |
| 1Y | -38.4% | +31.4% | -69.8% | -37.4% |
| 3Y | -21.1% | +41.4% | -62.5% | -19.4% |
| 5Y | +0.3% | +42.8% | -42.5% | -7.4% |
| All | +0.3% | +43.3% | -43.0% | -7.4% |
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 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