+40.0%
HYG vs PDD
+198.0%
-158.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.1% |
| 7D | -0.4% | -4.9% | +4.5% | -0.2% |
| 30D | +0.7% | -3.0% | +3.7% | +0.8% |
| 3M | -2.1% | -6.2% | +4.1% | -1.9% |
| 6M | -0.8% | -20.7% | +19.9% | -0.2% |
| YTD | +0.3% | -30.4% | +30.6% | +1.3% |
| 1Y | +1.8% | -41.3% | +43.0% | +3.3% |
| 3Y | +24.1% | -27.7% | +51.8% | +24.2% |
| 5Y | +17.7% | -16.9% | +34.6% | +14.5% |
| All | +40.0% | +198.0% | -158.0% | +28.6% |
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 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