+139.3%
HOOD vs PDD
-16.0%
+155.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +3.9% |
| 7D | -0.6% | -1.4% | +0.8% | -0.3% |
| 30D | -23.6% | -1.0% | -22.5% | -23.5% |
| 3M | -10.7% | -12.3% | +1.6% | -7.5% |
| 6M | +8.2% | -18.5% | +26.7% | +13.8% |
| YTD | -26.3% | -29.0% | +2.7% | -19.1% |
| 1Y | -36.1% | -40.7% | +4.6% | -25.9% |
| 3Y | +950.7% | -25.7% | +976.4% | +961.9% |
| 5Y | +127.0% | -3.3% | +130.3% | +78.0% |
| All | +139.3% | -16.0% | +155.3% | +89.8% |
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