+201.5%
PDD vs CHD
+123.5%
+78.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.9% | -3.1% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | -1.0% | +13.5% | -14.5% | -1.3% |
| 3M | -12.3% | +8.1% | -20.4% | -12.4% |
| 6M | -18.5% | +19.9% | -38.4% | -18.8% |
| YTD | -29.0% | +34.0% | -63.0% | -29.3% |
| 1Y | -40.7% | +29.8% | -70.5% | -40.9% |
| 3Y | -25.7% | +28.7% | -54.4% | -26.3% |
| 5Y | -3.3% | +31.8% | -35.1% | -5.9% |
| All | +201.5% | +123.5% | +78.0% | +140.7% |
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