-23.8%
PDD vs CLX
-35.2%
+11.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.9% |
| 7D | -4.1% | -3.5% | -0.6% | -3.8% |
| 30D | -13.1% | -11.9% | -1.2% | -12.1% |
| 3M | -3.5% | -2.6% | -0.9% | -3.3% |
| 6M | -21.8% | -18.2% | -3.6% | -20.8% |
| YTD | -29.7% | -5.9% | -23.8% | -29.3% |
| 1Y | -36.2% | -23.8% | -12.4% | -35.0% |
| 3Y | -16.4% | -33.6% | +17.2% | -14.8% |
| 5Y | -23.8% | -35.7% | +11.8% | -25.4% |
| All | -23.8% | -35.2% | +11.3% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling