+24.2%
HYG vs PDD
-30.1%
+54.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | -0.4% | -7.6% | +7.3% | -0.2% |
| 30D | +0.4% | -5.4% | +5.8% | +0.5% |
| 3M | -1.8% | -12.9% | +11.1% | -1.5% |
| 6M | -0.7% | -19.0% | +18.3% | -0.3% |
| YTD | +0.3% | -31.6% | +31.9% | +1.2% |
| 1Y | +1.4% | -43.0% | +44.4% | +2.7% |
| All | +24.2% | -30.1% | +54.3% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling