-13.6%
PDD vs CLF
-42.8%
+29.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.4% |
| 7D | -4.9% | +10.4% | -15.3% | -6.6% |
| 30D | -3.0% | +0.6% | -3.6% | -4.0% |
| 3M | -6.2% | +4.1% | -10.3% | -8.1% |
| 6M | -20.7% | +15.1% | -35.8% | -24.9% |
| YTD | -30.4% | -4.7% | -25.6% | -32.5% |
| 1Y | -41.3% | +20.4% | -61.6% | -46.0% |
| 3Y | -27.7% | -23.4% | -4.3% | -31.9% |
| All | -13.6% | -42.8% | +29.2% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling