+191.4%
PDD vs DHI
+265.0%
-73.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -5.4% | -3.4% | -1.9% | -4.4% |
| 30D | -12.6% | -5.4% | -7.2% | -11.3% |
| 3M | -4.3% | -10.4% | +6.2% | -1.9% |
| 6M | -24.4% | -2.8% | -21.6% | -24.8% |
| YTD | -31.4% | -3.4% | -28.0% | -32.0% |
| 1Y | -38.1% | -22.9% | -15.2% | -34.6% |
| 3Y | -20.1% | +20.7% | -40.8% | -29.9% |
| 5Y | -25.0% | +62.1% | -87.1% | -41.8% |
| All | +191.4% | +265.0% | -73.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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