+197.4%
PDD vs CHRW
+69.9%
+127.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.0% | -3.4% | +2.4% | -0.3% |
| 30D | -2.4% | -9.4% | +7.0% | -0.5% |
| 3M | -14.6% | -12.6% | -2.0% | -12.8% |
| 6M | -19.6% | -24.2% | +4.5% | -15.9% |
| YTD | -30.0% | -18.9% | -11.1% | -28.7% |
| 1Y | -42.5% | -13.7% | -28.8% | -42.4% |
| 3Y | -27.2% | +72.6% | -99.8% | -41.7% |
| 5Y | -8.2% | +55.6% | -63.8% | -24.7% |
| All | +197.4% | +69.9% | +127.5% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling