+207.9%
PDD vs CHRW
+94.5%
+113.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -4.1% | -1.4% | -2.7% | -3.7% |
| 30D | -9.6% | -3.5% | -6.1% | -9.0% |
| 3M | -4.3% | -19.4% | +15.1% | -0.2% |
| 6M | -18.8% | -21.4% | +2.6% | -15.1% |
| YTD | -27.5% | -7.1% | -20.4% | -27.8% |
| 1Y | -33.6% | +17.8% | -51.5% | -38.4% |
| 3Y | -20.4% | +78.8% | -99.2% | -35.9% |
| 5Y | -19.6% | +83.5% | -103.1% | -36.0% |
| All | +207.9% | +94.5% | +113.4% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling