+207.9%
PDD vs CL
+62.8%
+145.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -4.1% | -2.2% | -1.9% | -3.9% |
| 30D | -9.6% | -4.8% | -4.8% | -9.3% |
| 3M | -4.3% | +4.9% | -9.2% | -4.7% |
| 6M | -18.8% | -5.7% | -13.0% | -18.6% |
| YTD | -27.5% | +14.4% | -41.9% | -28.3% |
| 1Y | -33.6% | +8.7% | -42.4% | -34.1% |
| 3Y | -20.4% | +30.0% | -50.4% | -23.3% |
| 5Y | -19.6% | +28.4% | -47.9% | -23.3% |
| All | +207.9% | +62.8% | +145.2% | +180.8% |
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