+115.3%
HD vs PDD
+216.8%
-101.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.5% |
| 3M | -0.2% | -7.7% | +7.5% | +0.3% |
| 6M | +12.6% | -13.2% | +25.8% | +13.4% |
| YTD | +3.9% | -26.0% | +29.9% | +5.7% |
| 1Y | -3.7% | -38.4% | +34.7% | -0.9% |
| 3Y | +27.9% | -21.1% | +49.0% | +27.3% |
| 5Y | +7.8% | +0.3% | +7.5% | +2.1% |
| All | +115.3% | +216.8% | -101.5% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling