+207.9%
PDD vs CLF
+27.1%
+180.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.4% |
| 7D | -4.1% | +7.6% | -11.6% | -5.3% |
| 30D | -9.6% | -1.2% | -8.4% | -9.6% |
| 3M | -4.3% | -13.4% | +9.1% | -2.9% |
| 6M | -18.8% | +15.4% | -34.2% | -22.3% |
| YTD | -27.5% | -5.9% | -21.6% | -28.7% |
| 1Y | -33.6% | +18.8% | -52.5% | -38.6% |
| 3Y | -20.4% | -19.4% | -1.0% | -25.2% |
| 5Y | -19.6% | -47.7% | +28.1% | -21.0% |
| All | +207.9% | +27.1% | +180.9% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling