-23.7%
PDD vs CLBK
+42.8%
-66.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.6% |
| 3M | -4.3% | +27.7% | -32.0% | -7.2% |
| 6M | -18.8% | +40.8% | -59.6% | -22.2% |
| YTD | -27.5% | +66.4% | -93.9% | -32.0% |
| 1Y | -33.6% | +72.4% | -106.0% | -38.1% |
| 3Y | -20.4% | +50.7% | -71.1% | -26.0% |
| All | -23.7% | +42.8% | -66.5% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling