-21.6%
PDD vs CNH
+4.2%
-25.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.8% |
| 7D | +5.9% | -0.4% | +6.2% | +5.9% |
| 30D | +7.1% | -15.2% | +22.3% | +9.8% |
| 3M | -7.7% | +4.3% | -11.9% | -9.1% |
| 6M | -13.2% | +10.1% | -23.3% | -16.2% |
| YTD | -26.0% | +23.2% | -49.2% | -30.8% |
| 1Y | -38.4% | +8.5% | -46.9% | -40.8% |
| All | -21.6% | +4.2% | -25.8% | -24.0% |
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