+198.7%
PDD vs CLBK
+53.4%
+145.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -4.1% | +1.1% | -5.2% | -4.3% |
| 30D | -13.1% | +7.8% | -20.9% | -14.1% |
| 3M | -3.5% | +23.9% | -27.3% | -6.7% |
| 6M | -21.8% | +42.3% | -64.1% | -26.0% |
| YTD | -29.7% | +65.4% | -95.1% | -35.1% |
| 1Y | -36.2% | +70.3% | -106.5% | -41.5% |
| 3Y | -16.4% | +54.5% | -70.8% | -23.7% |
| 5Y | -23.8% | +43.1% | -67.0% | -31.4% |
| All | +198.7% | +53.4% | +145.3% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling