+201.5%
PDD vs CHRW
+69.9%
+131.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -6.0% | -3.7% |
| 7D | -1.4% | +0.2% | -1.7% | -1.6% |
| 30D | -1.0% | -9.4% | +8.3% | +0.9% |
| 3M | -12.3% | -13.3% | +1.0% | -10.2% |
| 6M | -18.5% | -24.2% | +5.6% | -14.7% |
| YTD | -29.0% | -18.9% | -10.1% | -27.7% |
| 1Y | -40.7% | -12.4% | -28.3% | -40.9% |
| 3Y | -25.7% | +72.2% | -97.9% | -40.4% |
| 5Y | -3.3% | +53.4% | -56.7% | -20.4% |
| All | +201.5% | +69.9% | +131.6% | +122.2% |
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