+207.9%
PDD vs CLX
-8.1%
+216.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -4.1% | -9.2% | +5.2% | -3.2% |
| 30D | -9.6% | -11.0% | +1.4% | -8.6% |
| 3M | -4.3% | +5.0% | -9.3% | -4.7% |
| 6M | -18.8% | -18.8% | +0.1% | -17.5% |
| YTD | -27.5% | -4.4% | -23.1% | -27.3% |
| 1Y | -33.6% | -21.9% | -11.8% | -32.4% |
| 3Y | -20.4% | -32.8% | +12.3% | -18.5% |
| 5Y | -19.6% | -34.6% | +15.0% | -18.8% |
| All | +207.9% | -8.1% | +216.0% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling