+207.9%
PDD vs CNH
+69.2%
+138.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.6% |
| 7D | -4.1% | +23.3% | -27.3% | -10.7% |
| 30D | -9.6% | +33.5% | -43.1% | -18.4% |
| 3M | -4.3% | +32.7% | -37.0% | -14.1% |
| 6M | -18.8% | +22.2% | -40.9% | -25.6% |
| YTD | -27.5% | +57.7% | -85.2% | -39.7% |
| 1Y | -33.6% | +28.0% | -61.6% | -40.7% |
| 3Y | -20.4% | +11.5% | -31.9% | -27.7% |
| 5Y | -19.6% | +11.9% | -31.4% | -27.3% |
| All | +207.9% | +69.2% | +138.7% | +155.3% |
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 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