-18.7%
PDD vs CRL
+38.0%
-56.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | -4.1% | -1.0% | -3.0% | -4.0% |
| 30D | -9.6% | +10.7% | -20.3% | -10.6% |
| 3M | -4.3% | +55.3% | -59.6% | -9.2% |
| 6M | -18.8% | +60.7% | -79.4% | -23.6% |
| YTD | -27.5% | +44.6% | -72.1% | -30.9% |
| 1Y | -33.6% | +77.7% | -111.4% | -38.8% |
| All | -18.7% | +38.0% | -56.7% | -25.3% |
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