+133.6%
HOOD vs PDD
-19.1%
+152.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.3% |
| 7D | +3.8% | -7.6% | +11.4% | +6.3% |
| 30D | -26.4% | -5.4% | -21.0% | -25.3% |
| 3M | -14.3% | -12.9% | -1.4% | -11.0% |
| 6M | +3.9% | -19.0% | +22.9% | +9.6% |
| YTD | -28.1% | -31.6% | +3.6% | -20.1% |
| 1Y | -38.8% | -43.0% | +4.2% | -28.2% |
| 3Y | +888.5% | -28.9% | +917.4% | +912.6% |
| 5Y | +131.0% | -18.4% | +149.4% | +90.7% |
| All | +133.6% | -19.1% | +152.7% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling