+41.7%
HYG vs PDD
+193.7%
-152.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.7% | -4.6% | +3.9% | -0.6% |
| 30D | -0.6% | -14.0% | +13.4% | -0.1% |
| 3M | +0.4% | -4.9% | +5.3% | +0.5% |
| 6M | +1.2% | -25.8% | +27.0% | +2.1% |
| YTD | +1.5% | -31.4% | +32.8% | +2.5% |
| 1Y | +3.2% | -37.6% | +40.7% | +4.5% |
| 3Y | +25.9% | -18.4% | +44.3% | +25.4% |
| 5Y | +18.6% | -25.0% | +43.6% | +15.6% |
| All | +41.7% | +193.7% | -152.1% | +30.2% |
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