+191.5%
PDD vs CHTR
-49.8%
+241.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -2.0% |
| 7D | -4.6% | -7.1% | +2.5% | -3.2% |
| 30D | -14.0% | -10.9% | -3.1% | -12.2% |
| 3M | -4.9% | +2.0% | -6.9% | -6.2% |
| 6M | -25.8% | -35.9% | +10.1% | -20.2% |
| YTD | -31.4% | -32.7% | +1.3% | -27.4% |
| 1Y | -37.6% | -46.6% | +9.0% | -30.1% |
| 3Y | -18.4% | -66.7% | +48.4% | -0.7% |
| 5Y | -25.0% | -82.1% | +57.2% | +12.6% |
| All | +191.5% | -49.8% | +241.3% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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