-38.6%
PDD vs CHYM
+71.1%
-109.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.5% | +1.8% |
| 7D | +6.0% | +3.7% | +2.3% | +5.6% |
| 30D | +5.5% | +5.6% | -0.1% | +4.8% |
| 3M | -9.8% | +19.7% | -29.5% | -12.4% |
| 6M | -16.0% | +35.3% | -51.3% | -20.3% |
| YTD | -27.6% | +18.7% | -46.2% | -30.5% |
| 1Y | -38.6% | +67.8% | -106.4% | -44.0% |
| All | -38.6% | +71.1% | -109.7% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling