+1.6%
HYG vs PDD
-38.2%
+39.8%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.6% |
| 7D | -0.1% | +6.0% | -6.1% | -0.2% |
| 30D | +0.7% | +5.5% | -4.8% | +0.6% |
| 3M | -2.0% | -9.8% | +7.7% | -1.7% |
| 6M | -0.9% | -16.0% | +15.1% | -0.3% |
| YTD | +0.1% | -27.6% | +27.6% | +1.0% |
| 1Y | +1.6% | -38.6% | +40.2% | +2.9% |
| All | +1.6% | -38.2% | +39.8% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling