+18.3%
HYG vs PDD
-23.8%
+42.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -5.4% | +4.6% | -0.5% |
| 30D | -0.7% | -12.6% | +11.9% | -0.3% |
| 3M | -0.2% | -4.3% | +4.1% | -0.1% |
| 6M | +1.4% | -24.4% | +25.8% | +2.3% |
| YTD | +1.5% | -31.4% | +32.8% | +2.7% |
| 1Y | +2.9% | -38.1% | +41.0% | +4.5% |
| 3Y | +25.6% | -20.1% | +45.8% | +25.1% |
| All | +18.3% | -23.8% | +42.1% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling