-14.9%
PDD vs CLBK
+57.4%
-72.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | +1.2% | -5.3% | -4.2% |
| 30D | -9.6% | +9.1% | -18.7% | -10.3% |
| 3M | -4.3% | +27.7% | -32.0% | -6.4% |
| 6M | -18.8% | +40.8% | -59.6% | -21.2% |
| YTD | -27.5% | +66.4% | -93.9% | -30.6% |
| 1Y | -33.6% | +72.4% | -106.0% | -36.7% |
| All | -14.9% | +57.4% | -72.3% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling