-19.3%
PDD vs HALO
+178.6%
-197.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -4.4% | -2.1% | -2.4% | -4.3% |
| 30D | -15.5% | +4.6% | -20.1% | -15.6% |
| 3M | -4.1% | +50.2% | -54.3% | -5.6% |
| 6M | -23.4% | +57.6% | -81.0% | -24.9% |
| YTD | -30.7% | +59.6% | -90.2% | -32.0% |
| 1Y | -37.6% | +41.2% | -78.8% | -38.7% |
| All | -19.3% | +178.6% | -197.9% | -22.9% |
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