+195.8%
PDD vs CHTR
-50.6%
+246.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.5% | +1.0% |
| 7D | -4.9% | +17.2% | -22.1% | -8.1% |
| 30D | -3.0% | +31.6% | -34.7% | -8.6% |
| 3M | -6.2% | -11.6% | +5.4% | -4.5% |
| 6M | -20.7% | -3.3% | -17.4% | -21.5% |
| YTD | -30.4% | -33.7% | +3.3% | -26.5% |
| 1Y | -41.3% | -32.4% | -8.8% | -38.4% |
| 3Y | -27.7% | -65.9% | +38.2% | -13.2% |
| 5Y | -16.9% | -79.9% | +63.1% | +18.6% |
| All | +195.8% | -50.6% | +246.4% | +202.4% |
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