+201.5%
PDD vs HIG
+206.9%
-5.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.7% | -3.2% |
| 7D | -1.4% | -0.5% | -1.0% | -1.4% |
| 30D | -1.0% | +4.5% | -5.5% | -1.9% |
| 3M | -12.3% | -5.5% | -6.8% | -11.4% |
| 6M | -18.5% | +3.1% | -21.6% | -19.1% |
| YTD | -29.0% | -0.8% | -28.2% | -29.1% |
| 1Y | -40.7% | +6.1% | -46.8% | -41.6% |
| 3Y | -25.7% | +94.1% | -119.8% | -36.5% |
| 5Y | -3.3% | +106.4% | -109.7% | -18.8% |
| All | +201.5% | +206.9% | -5.4% | +153.7% |
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