+207.9%
PDD vs HIG
+214.9%
-7.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -4.1% | +0.3% | -4.4% | -4.1% |
| 30D | -9.6% | -3.2% | -6.4% | -9.0% |
| 3M | -4.3% | +9.1% | -13.4% | -6.0% |
| 6M | -18.8% | -1.8% | -17.0% | -18.6% |
| YTD | -27.5% | +1.8% | -29.3% | -27.9% |
| 1Y | -33.6% | +4.6% | -38.2% | -34.4% |
| 3Y | -20.4% | +101.6% | -122.0% | -32.5% |
| 5Y | -19.6% | +124.5% | -144.1% | -33.3% |
| All | +207.9% | +214.9% | -7.0% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling