+214.4%
PDD vs CNH
+32.2%
+182.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +3.4% |
| 7D | +5.9% | -0.4% | +6.2% | +5.9% |
| 30D | +7.1% | -15.2% | +22.3% | +12.4% |
| 3M | -7.7% | +4.3% | -11.9% | -10.3% |
| 6M | -13.2% | +10.1% | -23.3% | -18.3% |
| YTD | -26.0% | +23.2% | -49.2% | -33.7% |
| 1Y | -38.4% | +8.5% | -46.9% | -42.5% |
| 3Y | -21.1% | +4.1% | -25.2% | -28.0% |
| 5Y | +0.3% | -17.8% | +18.2% | -0.6% |
| All | +214.4% | +32.2% | +182.3% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling