+7.8%
HD vs PDD
-3.5%
+11.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.7% |
| 7D | +6.4% | +5.9% | +0.5% | +6.0% |
| 30D | +22.1% | +7.1% | +15.0% | +21.6% |
| 3M | -0.2% | -7.7% | +7.5% | +0.2% |
| 6M | +12.6% | -13.2% | +25.8% | +13.3% |
| YTD | +3.9% | -26.0% | +29.9% | +5.3% |
| 1Y | -3.7% | -38.4% | +34.7% | -1.5% |
| 3Y | +27.9% | -21.1% | +49.0% | +27.5% |
| 5Y | +7.8% | +0.3% | +7.5% | +6.3% |
| All | +7.8% | -3.5% | +11.3% | +6.3% |
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