-8.2%
PDD vs HCA
+114.7%
-122.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.0% | +9.0% | -9.9% | -2.2% |
| 30D | -2.4% | +11.8% | -14.2% | -3.9% |
| 3M | -14.6% | +22.1% | -36.7% | -17.0% |
| 6M | -19.6% | +16.4% | -36.0% | -21.5% |
| YTD | -30.0% | +8.6% | -38.6% | -31.2% |
| 1Y | -42.5% | +10.6% | -53.1% | -43.7% |
| 3Y | -27.2% | +121.7% | -148.9% | -37.1% |
| 5Y | -8.2% | +114.5% | -122.7% | -29.7% |
| All | -8.2% | +114.7% | -122.9% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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