+197.4%
PDD vs CNH
+44.0%
+153.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | 0.0% |
| 7D | -1.0% | +4.5% | -5.5% | -2.8% |
| 30D | -2.4% | +7.6% | -10.0% | -5.2% |
| 3M | -14.6% | +17.0% | -31.6% | -20.3% |
| 6M | -19.6% | +12.9% | -32.6% | -25.1% |
| YTD | -30.0% | +34.3% | -64.2% | -39.2% |
| 1Y | -42.5% | +28.5% | -71.1% | -49.5% |
| 3Y | -27.2% | +31.9% | -59.0% | -39.1% |
| 5Y | -8.2% | -9.6% | +1.4% | -12.1% |
| All | +197.4% | +44.0% | +153.4% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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