+211.0%
PDD vs CHD
+119.5%
+91.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | +5.6% | +2.0% | +3.7% | +5.6% |
| 30D | +5.8% | +13.0% | -7.2% | +5.5% |
| 3M | -8.6% | +6.1% | -14.7% | -8.7% |
| 6M | -18.8% | +15.9% | -34.7% | -19.1% |
| YTD | -26.8% | +31.6% | -58.4% | -27.0% |
| 1Y | -39.3% | +28.5% | -67.7% | -39.5% |
| 3Y | -22.5% | +30.5% | -53.0% | -23.2% |
| 5Y | -0.8% | +30.7% | -31.5% | -3.5% |
| All | +211.0% | +119.5% | +91.5% | +148.3% |
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