-22.5%
PDD vs CLX
-10.2%
-12.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +5.6% | +13.6% | -8.0% | +4.0% |
| 30D | +5.8% | +23.4% | -17.6% | +3.1% |
| 3M | -8.6% | -2.8% | -5.8% | -8.6% |
| 6M | -18.8% | +14.0% | -32.8% | -20.2% |
| YTD | -26.8% | +4.2% | -30.9% | -27.1% |
| 1Y | -39.3% | -1.2% | -38.1% | -39.4% |
| 3Y | -22.5% | -12.7% | -9.8% | -29.9% |
| All | -22.5% | -10.2% | -12.3% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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