-41.7%
PDD vs CHRW
-12.5%
-29.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -6.0% | -3.2% |
| 7D | -1.4% | +0.2% | -1.7% | -1.5% |
| 30D | -1.0% | -9.4% | +8.3% | -0.4% |
| 3M | -12.3% | -13.3% | +1.0% | -11.8% |
| 6M | -18.5% | -24.2% | +5.6% | -17.6% |
| YTD | -29.0% | -18.9% | -10.1% | -30.9% |
| All | -41.7% | -12.5% | -29.2% | -44.8% |
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