-23.7%
PDD vs CHRW
+83.1%
-106.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -4.1% | -1.4% | -2.7% | -3.7% |
| 30D | -9.6% | -3.5% | -6.1% | -8.9% |
| 3M | -4.3% | -19.4% | +15.1% | 0.0% |
| 6M | -18.8% | -21.4% | +2.6% | -14.9% |
| YTD | -27.5% | -7.1% | -20.4% | -28.0% |
| 1Y | -33.6% | +17.8% | -51.5% | -39.1% |
| 3Y | -20.4% | +78.8% | -99.2% | -38.2% |
| All | -23.7% | +83.1% | -106.8% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling