+198.7%
PDD vs CHD
+93.8%
+104.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -3.0% |
| 7D | -4.1% | -2.9% | -1.2% | -4.1% |
| 30D | -13.1% | -6.2% | -6.9% | -13.0% |
| 3M | -3.5% | +1.6% | -5.0% | -3.5% |
| 6M | -21.8% | -3.5% | -18.3% | -21.8% |
| YTD | -29.7% | +16.2% | -45.9% | -29.7% |
| 1Y | -36.2% | +3.4% | -39.6% | -36.2% |
| 3Y | -16.4% | +4.6% | -21.0% | -16.5% |
| 5Y | -23.8% | +21.1% | -45.0% | -26.2% |
| All | +198.7% | +93.8% | +104.9% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling