-43.0%
PDD vs CNH
+21.1%
-64.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.7% |
| 7D | -7.6% | +6.4% | -14.0% | -8.0% |
| 30D | -5.4% | -1.6% | -3.8% | -5.3% |
| 3M | -12.9% | +11.6% | -24.5% | -14.1% |
| 6M | -19.0% | +12.5% | -31.5% | -20.6% |
| YTD | -31.6% | +31.1% | -62.7% | -36.2% |
| 1Y | -43.0% | +17.0% | -60.0% | -46.2% |
| All | -43.0% | +21.1% | -64.1% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling