+198.7%
PDD vs DHI
+266.6%
-67.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -2.2% |
| 7D | -4.1% | -2.0% | -2.1% | -3.6% |
| 30D | -13.1% | -8.3% | -4.8% | -11.1% |
| 3M | -3.5% | -3.7% | +0.3% | -3.2% |
| 6M | -21.8% | -5.4% | -16.4% | -21.6% |
| YTD | -29.7% | -3.0% | -26.7% | -30.3% |
| 1Y | -36.2% | -23.8% | -12.4% | -32.4% |
| 3Y | -16.4% | +21.8% | -38.2% | -26.8% |
| 5Y | -23.8% | +59.6% | -83.5% | -40.7% |
| All | +198.7% | +266.6% | -67.9% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling