+288.4%
HPE vs PDD
+203.8%
+84.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +6.4% |
| 7D | -7.1% | -1.4% | -5.7% | -7.1% |
| 30D | -35.3% | -1.0% | -34.2% | -35.3% |
| 3M | -10.4% | -12.3% | +1.8% | -9.8% |
| 6M | +52.5% | -18.5% | +71.0% | +54.3% |
| YTD | +100.3% | -29.0% | +129.3% | +104.7% |
| 1Y | +106.4% | -40.7% | +147.1% | +113.8% |
| 3Y | +227.4% | -25.7% | +253.1% | +228.6% |
| 5Y | +250.6% | -3.3% | +253.9% | +233.4% |
| All | +288.4% | +203.8% | +84.7% | +195.9% |
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 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