+207.9%
PDD vs CHD
+97.8%
+110.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -4.1% | -2.7% | -1.4% | -4.0% |
| 30D | -9.6% | -4.6% | -5.0% | -9.5% |
| 3M | -4.3% | +5.0% | -9.3% | -4.3% |
| 6M | -18.8% | -3.2% | -15.5% | -18.8% |
| YTD | -27.5% | +18.6% | -46.1% | -27.6% |
| 1Y | -33.6% | +4.8% | -38.5% | -33.6% |
| 3Y | -20.4% | +6.1% | -26.5% | -20.6% |
| 5Y | -19.6% | +24.0% | -43.5% | -22.1% |
| All | +207.9% | +97.8% | +110.1% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling