-18.7%
PDD vs CNH
+9.6%
-28.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | 0.0% |
| 7D | -4.1% | +23.3% | -27.3% | -7.7% |
| 30D | -9.6% | +33.5% | -43.1% | -14.5% |
| 3M | -4.3% | +32.7% | -37.0% | -9.8% |
| 6M | -18.8% | +22.2% | -40.9% | -22.4% |
| YTD | -27.5% | +57.7% | -85.2% | -34.9% |
| 1Y | -33.6% | +28.0% | -61.6% | -37.5% |
| All | -18.7% | +9.6% | -28.2% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling