-27.7%
PDD vs HALO
+170.1%
-197.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | -4.9% | -3.2% | -1.6% | -4.8% |
| 30D | -3.0% | -14.2% | +11.1% | -2.6% |
| 3M | -6.2% | -0.4% | -5.8% | -6.3% |
| 6M | -20.7% | +43.2% | -63.9% | -21.9% |
| YTD | -30.4% | +49.0% | -79.3% | -31.5% |
| 1Y | -41.3% | +40.8% | -82.1% | -42.2% |
| 3Y | -27.7% | +167.4% | -195.1% | -25.8% |
| All | -27.7% | +170.1% | -197.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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