+10.8%
HD vs PDD
-22.7%
+33.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | -2.1% | -4.1% | +2.0% | -1.8% |
| 30D | -8.4% | -9.6% | +1.2% | -7.9% |
| 3M | +4.3% | -4.3% | +8.6% | +4.5% |
| 6M | -11.1% | -18.8% | +7.6% | -10.3% |
| YTD | -4.7% | -27.5% | +22.8% | -3.2% |
| 1Y | -19.8% | -33.6% | +13.8% | -18.3% |
| 3Y | +4.1% | -20.4% | +24.5% | +3.7% |
| All | +10.8% | -22.7% | +33.4% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling