-36.2%
PDD vs CHD
+2.5%
-38.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.9% |
| 7D | -4.1% | -2.9% | -1.2% | -4.0% |
| 30D | -13.1% | -6.2% | -6.9% | -12.9% |
| 3M | -3.5% | +1.6% | -5.0% | -3.4% |
| 6M | -21.8% | -3.5% | -18.3% | -22.2% |
| YTD | -29.7% | +16.2% | -45.9% | -28.2% |
| 1Y | -36.2% | +3.4% | -39.6% | -32.4% |
| All | -36.2% | +2.5% | -38.7% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling