+298.8%
HPE vs PDD
-22.7%
+321.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.5% |
| 7D | -0.6% | -4.1% | +3.5% | -0.2% |
| 30D | -2.3% | -9.6% | +7.3% | -1.5% |
| 3M | -2.9% | -4.3% | +1.4% | -2.7% |
| 6M | +143.6% | -18.8% | +162.3% | +147.4% |
| YTD | +118.5% | -27.5% | +146.0% | +124.1% |
| 1Y | +129.2% | -33.6% | +162.8% | +136.9% |
| 3Y | +212.5% | -20.4% | +232.9% | +212.8% |
| All | +298.8% | -22.7% | +321.4% | +302.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling