+211.0%
PDD vs CHRW
+65.1%
+145.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | +5.6% | +0.6% | +5.0% | +5.4% |
| 30D | +5.8% | -7.3% | +13.1% | +7.3% |
| 3M | -8.6% | -14.2% | +5.6% | -6.3% |
| 6M | -18.8% | -25.1% | +6.2% | -14.9% |
| YTD | -26.8% | -21.2% | -5.6% | -24.9% |
| 1Y | -39.3% | -14.2% | -25.1% | -39.2% |
| 3Y | -22.5% | +63.5% | -86.0% | -37.0% |
| 5Y | -0.8% | +49.6% | -50.4% | -17.9% |
| All | +211.0% | +65.1% | +145.9% | +130.7% |
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