+197.4%
PDD vs HIG
+213.6%
-16.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.8% |
| 7D | -1.0% | +2.1% | -3.1% | -1.4% |
| 30D | -2.4% | +6.7% | -9.1% | -3.7% |
| 3M | -14.6% | -1.9% | -12.7% | -14.4% |
| 6M | -19.6% | +5.3% | -25.0% | -20.6% |
| YTD | -30.0% | +1.3% | -31.3% | -30.3% |
| 1Y | -42.5% | +7.2% | -49.7% | -43.5% |
| 3Y | -27.2% | +96.6% | -123.8% | -37.9% |
| 5Y | -8.2% | +110.0% | -118.2% | -23.2% |
| All | +197.4% | +213.6% | -16.3% | +149.2% |
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