-25.3%
PDD vs DHI
+61.2%
-86.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | -5.4% | -3.4% | -1.9% | -4.3% |
| 30D | -12.6% | -5.4% | -7.2% | -11.1% |
| 3M | -4.3% | -10.4% | +6.2% | -1.5% |
| 6M | -24.4% | -2.8% | -21.6% | -25.0% |
| YTD | -31.4% | -3.4% | -28.0% | -32.3% |
| 1Y | -38.1% | -22.9% | -15.2% | -33.8% |
| 3Y | -20.1% | +20.7% | -40.8% | -35.9% |
| All | -25.3% | +61.2% | -86.5% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling