+26.5%
HYG vs PDD
-18.2%
+44.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | 0.0% |
| 7D | 0.0% | -4.1% | +4.1% | +0.1% |
| 30D | -0.1% | -13.1% | +13.0% | +0.3% |
| 3M | +1.0% | -3.5% | +4.4% | +1.0% |
| 6M | +2.3% | -21.8% | +24.1% | +2.9% |
| YTD | +2.1% | -29.7% | +31.8% | +3.0% |
| 1Y | +3.8% | -36.2% | +40.0% | +4.9% |
| All | +26.5% | -18.2% | +44.7% | +24.4% |
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