+61.1%
HPQ vs PDD
+203.8%
-142.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.5% |
| 7D | -0.6% | -1.4% | +0.8% | -0.5% |
| 30D | -6.5% | -1.0% | -5.4% | -6.4% |
| 3M | -5.1% | -12.3% | +7.2% | -4.1% |
| 6M | +27.3% | -18.5% | +45.8% | +29.3% |
| YTD | +31.7% | -29.0% | +60.7% | +35.2% |
| 1Y | +13.0% | -40.7% | +53.7% | +17.9% |
| 3Y | +18.3% | -25.7% | +44.0% | +18.8% |
| 5Y | +7.4% | -3.3% | +10.7% | -0.1% |
| All | +61.1% | +203.8% | -142.7% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling