+300.8%
PDD vs CHWY
-34.3%
+335.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.1% |
| 7D | -4.1% | +1.7% | -5.8% | -4.6% |
| 30D | -9.6% | -1.5% | -8.1% | -9.4% |
| 3M | -4.3% | +13.6% | -17.9% | -8.2% |
| 6M | -18.8% | -7.3% | -11.5% | -18.2% |
| YTD | -27.5% | -28.4% | +0.9% | -21.8% |
| 1Y | -33.6% | -42.5% | +8.9% | -24.5% |
| 3Y | -20.4% | -4.1% | -16.3% | -29.6% |
| 5Y | -19.6% | -69.2% | +49.6% | -8.2% |
| All | +300.8% | -34.3% | +335.1% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling