Here's a little bit. I have a TL;DR at the bottom.
As example: It would appear his Neutral B has some dropoff given certain ranges.
Reference Points (Training Mode): Mario on Spawn, Pichu's front toe on +X, facing Mario
Spawn -> 4.3 Map Units
Neutral B does 8.4 damage
4.3u -> 7.8u
Neutral B does 7.2 damage
7.8u -> 15.5u
Neutral B does 6 damage.
Knockback (while negligible anyways) does not seem to be affected by distance.
Hitstun does not appear to be affected by distance.
Neutral-B Aerial Projectile
Knockback is still slight, but significant at higher percents
Stunned until frame 28
Deals 12 damage, does not appear to be affected by distance (not thorough)
Travel distance of arcing jolt begins at aerial ball's point of impact with the ground.
Aerial Neutral B is better in every way, while still dealing the same amount of damage to Pichu.
Side-B has no damage or knockback fall-off.
Down-B
There's a hitbox near the thunder-cloud that deals 7.2 damage and spikes (apparently for a direct follow-up with the thunderbolt-pichu collision).
The bolt itself only deals 4.8, but direct hits knock the opponent upward. Opponents are not left in stun long-enough to follow-up with another cloud hit. (To test, Mario at 167%. Down-B to hit Mario at his 1st full-jump's apex. He can jump out of a follow-up Down-B).
Distance traveled does not seem to affect Thunder bolt strength.
Up-B
Cannot travel through projectiles.
Cannot travel through hit-boxes.
Interesting to note that his Up-B does alter his hurt-box size. Up-B'ing straight through Mario, Pichu was able to go under multiple stages of Mario's Up-Smash. Not his Side Smash though.
Pichu's small size lets him bypass some projectiles. Of particular note (and no particular order):
Mario's B: Technically crouched under, requires too much precise precision to be practical though.
Robin's B (No Charge): Crouched, dashed under.
Robin's B (Stage 1 Charge): Crouched, not dashed.
Robin's B (Stage 2 Charge): Cannot be crouched, cannot be dashed. CAN BE CRAWLED!!!
Robin's B (Fully Charged): Can be crouched under. Can be dashed under(!). Be careful of lingering hitbox.
Robin's Side-B: Can be dashed under, from as far as 5u away on activation.
Samus's B: Can be ducked and dashed under only if not charged. A couple frames of charging are okay, but anymore than that and you will get hit.
Samus's Side-Smash B: Can be ducked, not dashed under.
Link's B: Can be ducked, but arcs heavily if quick-fired.
Young Link's B: Can be ducked, but arcs heavily if quick-fired.
Link's Side-B: Cannot be ducked.
Young Link's Side-B: Cannot be ducked
Young Link's Bomb-Throw: Can be ducked (even at low-strength throw) but arcs heavily.
Fox's B: Can be ducked somewhat reliably (spam will still hit you). Can be less-reliably dashed under.
Can be completely crawled under.
Falco's B: Cannot be ducked under. Can be crawled under with moderate success (about 80 percent)
Note: There is very very occasional grazing, where the hit-spark animation shows but no hit-stun happens. This may be the lowest ranged projectile that we can dodge through crawling. I suspect this means Pichu's hurt-box moves with his animation.
Falco's Down-B: Can be ducked under. Cannot be dashed under.
Wolf's B: Can be crawled under. Cannot be crouched under.
Zero-Suit Samus's B: Can be crouched under somewhat reliably (variable spots will hit you). Can be reliably crawled under though?
(At this point I did a quick test. Crawling (both forward and backward) does reduce the vertical size of pichu's hurtbox compared to stationary crouching. To test, have Zero Suit Samus repeat her jab. She will occasionally hit a crouched pichu, but never a crawling one. I then went back and repeated all tests withc crawling where applicable, and updated the results).
Richter: His side-tilt can be crawled under. Not crouched.
TL;DR: Pichu's neutral B does more damage, knockback and deals more hit-stun if the mid-air execution's thunder-ball makes contact, rather than the arcing jolt. The arcing jolt deals less damage as it travels farther. You can extend the reach of the arcing jolt by launching his special from the air, as the distance traveled doesn't begin counting until it begins bouncing. Pichu's Down-B sweet-spots at the cloud, knocking the opponent downward, while the bolt itself knocks the opponent upward. It cannot true-combo into itself. Pichu's Up-B does not travel through any type of hit-box, though it does drastically reduce the size of his own hurt-box. Tested against Mario's Up-Smash, Pichu was able to travel "through" (really it was under) Mario's attack without being injured.
Pichu's crouching, crawling, and dashing hurtboxes are very odd. Dashing appears to be the tallest of the three, but can still slip under some major projectiles (mainly Robin's fully-charged and 0-charged Neutral B, and Samus's 0-charged Neutral-B). Past that, simple crouching seems to have the middle height of the three. Crawling (both forwards and backwards) seems to keep Pichu's hurtbox at it's lowest point.
So you should either dash or crawl under certain projectiles. Learning which projectiles need which approach should keep them on their toes). Down-smashing can accomplish a similar goal (v Zero-Suit's Neutral-B), but I'm not sure how this would be practical.
Edit: Found out through play.
Foot-stool appears to true-combo into dair (on Bowser)
A shielded side-tilt can be followed up with a jab, on cast with slower grabs. The jab possibly comes out after the shield comes down, but before the grab connects, and before they can OoS-hop out of range.
Works on Luigi, Yoshi, potentially other cast with slower grabs.
Does not work on Mario, Bowser.
Will need to test more thoroughly.