-3.5%
HD vs PDD
-43.8%
+40.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -0.5% | -7.6% | +7.2% | +0.9% |
| 30D | +18.5% | -5.4% | +23.9% | +19.5% |
| 3M | +2.2% | -12.9% | +15.1% | +4.1% |
| 6M | +13.8% | -19.0% | +32.9% | +17.5% |
| YTD | +3.4% | -31.6% | +35.0% | +10.7% |
| 1Y | -3.5% | -43.0% | +39.5% | +15.9% |
| All | -3.5% | -43.8% | +40.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 1y: compounded portfolio wealth divided by compounded PDD 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…
1y analysis · Full analysis span regression · 6 months rolling