-22.5%
PDD vs CLF
-33.4%
+10.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | +5.6% | -19.6% | +25.2% | +7.6% |
| 30D | +5.8% | -5.0% | +10.7% | +5.8% |
| 3M | -8.6% | -6.3% | -2.3% | -8.7% |
| 6M | -18.8% | +2.8% | -21.6% | -20.3% |
| YTD | -26.8% | -13.7% | -13.1% | -27.3% |
| 1Y | -39.3% | +13.6% | -52.9% | -41.9% |
| 3Y | -22.5% | -34.0% | +11.5% | -25.0% |
| All | -22.5% | -33.4% | +10.9% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling