+195.8%
PDD vs HIG
+212.9%
-17.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | -4.9% | +2.6% | -7.5% | -5.4% |
| 30D | -3.0% | +4.2% | -7.2% | -3.9% |
| 3M | -6.2% | +0.2% | -6.4% | -6.3% |
| 6M | -20.7% | +4.6% | -25.3% | -21.5% |
| YTD | -30.4% | +1.1% | -31.5% | -30.7% |
| 1Y | -41.3% | +4.7% | -46.0% | -42.0% |
| 3Y | -27.7% | +95.5% | -123.2% | -38.3% |
| 5Y | -16.9% | +111.7% | -128.5% | -30.5% |
| All | +195.8% | +212.9% | -17.1% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling