-27.7%
PDD vs CRL
+97.9%
-125.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.9% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.0% | +11.9% | -15.0% | -4.5% |
| 3M | -6.2% | +20.2% | -26.3% | -8.3% |
| 6M | -20.7% | +107.5% | -128.2% | -27.3% |
| YTD | -30.4% | +69.4% | -99.8% | -34.7% |
| 1Y | -41.3% | +99.7% | -141.0% | -46.2% |
| 3Y | -27.7% | +98.8% | -126.5% | -32.8% |
| All | -27.7% | +97.9% | -125.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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