-38.6%
PDD vs CLF
+12.5%
-51.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -9.2% | +11.7% | +2.7% |
| 7D | +6.0% | -7.9% | +13.9% | +6.3% |
| 30D | +5.5% | +5.2% | +0.2% | +5.1% |
| 3M | -9.8% | +4.3% | -14.1% | -10.1% |
| 6M | -16.0% | +25.3% | -41.3% | -17.4% |
| YTD | -27.6% | -3.3% | -24.2% | -28.8% |
| 1Y | -38.6% | +20.2% | -58.8% | -39.2% |
| All | -38.6% | +12.5% | -51.2% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling