+97.6%
HD vs PDD
+210.2%
-112.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 3M | +4.3% | -4.3% | +8.6% | +4.6% |
| 6M | -11.1% | -18.8% | +7.6% | -10.1% |
| YTD | -4.7% | -27.5% | +22.8% | -2.9% |
| 1Y | -19.8% | -33.6% | +13.8% | -17.9% |
| 3Y | +4.1% | -20.4% | +24.5% | +3.5% |
| 5Y | +10.3% | -19.6% | +29.9% | +6.1% |
| All | +97.6% | +210.2% | -112.7% | +52.4% |
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