-25.0%
PDD vs CHWY
-72.6%
+47.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | -4.6% | -12.0% | +7.4% | -1.3% |
| 30D | -14.0% | -6.2% | -7.8% | -12.7% |
| 3M | -4.9% | +5.5% | -10.4% | -7.0% |
| 6M | -25.8% | -17.8% | -8.0% | -22.7% |
| YTD | -31.4% | -36.2% | +4.9% | -23.7% |
| 1Y | -37.6% | -40.0% | +2.4% | -29.8% |
| 3Y | -18.4% | -8.3% | -10.0% | -28.0% |
| 5Y | -25.0% | -71.9% | +46.9% | -17.4% |
| All | -25.0% | -72.6% | +47.6% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling