-13.6%
PDD vs CLX
-20.8%
+7.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | -4.9% | +9.5% | -14.4% | -5.8% |
| 30D | -3.0% | +30.7% | -33.7% | -5.8% |
| 3M | -6.2% | +4.2% | -10.4% | -6.8% |
| 6M | -20.7% | +22.1% | -42.8% | -22.5% |
| YTD | -30.4% | +14.1% | -44.4% | -31.5% |
| 1Y | -41.3% | +10.3% | -51.6% | -42.1% |
| 3Y | -27.7% | -7.8% | -19.9% | -28.6% |
| All | -13.6% | -20.8% | +7.3% | -17.8% |
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