-33.6%
PDD vs CHRW
+16.7%
-50.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -4.1% | -1.8% | -2.2% | -3.9% |
| 30D | -9.6% | -3.9% | -5.7% | -9.3% |
| 3M | -4.3% | -19.7% | +15.5% | -2.6% |
| 6M | -18.8% | -21.7% | +3.0% | -17.7% |
| YTD | -27.5% | -7.5% | -20.0% | -27.0% |
| 1Y | -33.6% | +17.3% | -50.9% | -33.0% |
| All | -33.6% | +16.7% | -50.4% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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