+194.4%
PDD vs CHD
+91.1%
+103.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | -4.4% | -4.2% | -0.3% | -4.4% |
| 30D | -15.5% | -7.6% | -7.9% | -15.4% |
| 3M | -4.1% | -1.6% | -2.5% | -4.0% |
| 6M | -23.4% | -6.3% | -17.1% | -23.4% |
| YTD | -30.7% | +14.6% | -45.3% | -30.7% |
| 1Y | -37.6% | +1.6% | -39.2% | -37.6% |
| 3Y | -17.5% | +3.1% | -20.7% | -17.7% |
| 5Y | -24.6% | +21.1% | -45.7% | -27.0% |
| All | +194.4% | +91.1% | +103.3% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CHD 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling