+207.7%
PDD vs CL
+82.1%
+125.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +2.2% |
| 7D | +6.0% | +7.7% | -1.7% | +5.4% |
| 30D | +5.5% | +15.2% | -9.8% | +4.2% |
| 3M | -9.8% | +7.3% | -17.1% | -10.3% |
| 6M | -16.0% | +17.0% | -33.0% | -17.2% |
| YTD | -27.6% | +28.0% | -55.5% | -29.1% |
| 1Y | -38.6% | +32.1% | -70.7% | -40.1% |
| 3Y | -22.8% | +41.5% | -64.3% | -26.1% |
| 5Y | -5.2% | +43.9% | -49.1% | -10.4% |
| All | +207.7% | +82.1% | +125.6% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling