+211.0%
PDD vs CRL
+173.2%
+37.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -8.9% | -3.8% |
| 7D | +5.6% | -6.1% | +11.7% | +7.3% |
| 30D | +5.8% | +12.4% | -6.6% | +0.2% |
| 3M | -8.6% | +27.1% | -35.7% | -17.5% |
| 6M | -18.8% | +85.7% | -104.6% | -37.6% |
| YTD | -26.8% | +69.2% | -96.0% | -42.5% |
| 1Y | -39.3% | +97.5% | -136.8% | -55.4% |
| 3Y | -22.5% | +86.1% | -108.6% | -48.4% |
| 5Y | -0.8% | -10.0% | +9.3% | -4.3% |
| All | +211.0% | +173.2% | +37.7% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling