-24.8%
PDD vs CHYM
-23.3%
-1.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -5.4% | -2.3% | -3.1% | -5.2% |
| 30D | -12.6% | +4.4% | -17.0% | -13.1% |
| 3M | -4.3% | +91.3% | -95.6% | -11.4% |
| 6M | -24.4% | +44.0% | -68.4% | -28.2% |
| YTD | -31.4% | +31.1% | -62.5% | -34.4% |
| 1Y | -38.1% | +37.8% | -76.0% | -41.4% |
| All | -24.8% | -23.3% | -1.5% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling