+225.0%
HPE vs PDD
-15.4%
+240.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.6% |
| 7D | -0.6% | -4.1% | +3.5% | -0.1% |
| 30D | -2.3% | -9.6% | +7.3% | -1.1% |
| 3M | -2.9% | -4.3% | +1.4% | -2.5% |
| 6M | +143.6% | -18.8% | +162.3% | +149.2% |
| YTD | +118.5% | -27.5% | +146.0% | +126.7% |
| 1Y | +129.2% | -33.6% | +162.8% | +140.5% |
| All | +225.0% | -15.4% | +240.4% | +220.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling