+214.4%
PDD vs CLF
+14.5%
+199.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -12.2% | +14.4% | +4.2% |
| 7D | +5.9% | -21.0% | +26.9% | +9.6% |
| 30D | +7.1% | -8.0% | +15.1% | +7.7% |
| 3M | -7.7% | -10.9% | +3.2% | -7.0% |
| 6M | -13.2% | +5.8% | -19.1% | -16.3% |
| YTD | -26.0% | -15.1% | -10.8% | -26.7% |
| 1Y | -38.4% | +7.2% | -45.7% | -41.8% |
| 3Y | -21.1% | -34.2% | +13.1% | -23.7% |
| 5Y | +0.3% | -49.6% | +49.9% | -1.5% |
| All | +214.4% | +14.5% | +199.9% | +167.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling