-19.3%
PDD vs CHTR
-68.4%
+49.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.1% | +6.7% | -1.0% |
| 7D | -4.4% | -15.8% | +11.4% | -3.6% |
| 30D | -15.5% | -12.7% | -2.8% | -15.0% |
| 3M | -4.1% | -1.1% | -3.0% | -4.2% |
| 6M | -23.4% | -39.9% | +16.5% | -21.9% |
| YTD | -30.7% | -35.9% | +5.2% | -29.6% |
| 1Y | -37.6% | -49.2% | +11.5% | -35.9% |
| All | -19.3% | -68.4% | +49.2% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling