-24.0%
PDD vs CHYM
-19.7%
-4.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.9% | -8.4% | -2.1% |
| 7D | -4.4% | +3.4% | -7.8% | -4.8% |
| 30D | -15.5% | +12.0% | -27.5% | -16.5% |
| 3M | -4.1% | +102.4% | -106.5% | -11.7% |
| 6M | -23.4% | +52.7% | -76.1% | -27.7% |
| YTD | -30.7% | +37.3% | -67.9% | -34.0% |
| 1Y | -37.6% | +42.2% | -79.8% | -41.1% |
| All | -24.0% | -19.7% | -4.3% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling