-42.4%
PDD vs CLF
+27.9%
-70.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.5% |
| 7D | -3.8% | +2.3% | -6.2% | -3.8% |
| 30D | -2.4% | +1.9% | -4.3% | -2.5% |
| 3M | -12.7% | +5.9% | -18.6% | -13.0% |
| 6M | -20.0% | +16.9% | -36.9% | -20.7% |
| YTD | -30.3% | -1.1% | -29.3% | -31.6% |
| 1Y | -42.4% | +28.8% | -71.2% | -43.7% |
| All | -42.4% | +27.9% | -70.3% | -43.7% |
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