Congrats on the new puppy, and welcome to the board. Puppy chow is garbage in my opinion, and you can certainly do a whole lot better. I haven't heard of the other food, so won't comment on that specifically. Some foods are whole life diets, others are age based for puppies, but grain free is a good start, avoid anything with corn.
Pumpkin is a great stool firmer, but please don't use it to mask a medical problem. If you truly believe it's a problem of sort hiding the problem with pumpkin could make it harder to diagnose.
Any change in food could cause diarrhea, as can the stress of a new home, or even just a change in schedule for a puppy. Make sure your pup has lots of water so he doesn't dehydrate. To see a true adjustment to a new food could take a few weeks, so jumping back and forth to different types several times in a month is not really helpful.
Go to a true pet food store, not one that sells all the junk foods (like Purina - rule of thumb if you can buy it at the grocery store, it's probably junk) and try to find someone who really knows their dog foods. Sorry I didn't notice where you are from, but here there is Acana, Orijen and several other good name products. Get one suitable for your pet and stick with it for a while unless you have DIRE bad results with it. A good quality food is so important for your pup. I feed mine two year old Alaskan Malamute pups raw now, and hope I never have to go back to bagged.