+279.4%
PDD vs CHWY
-43.2%
+322.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.8% |
| 7D | -5.4% | -13.6% | +8.3% | -1.5% |
| 30D | -12.6% | -8.5% | -4.1% | -10.7% |
| 3M | -4.3% | +8.9% | -13.2% | -7.3% |
| 6M | -24.4% | -20.5% | -3.9% | -20.6% |
| YTD | -31.4% | -38.2% | +6.8% | -22.9% |
| 1Y | -38.1% | -43.3% | +5.1% | -29.1% |
| 3Y | -20.1% | -8.5% | -11.6% | -29.0% |
| 5Y | -25.0% | -72.7% | +47.7% | -11.5% |
| All | +279.4% | -43.2% | +322.6% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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