-38.6%
PDD vs HRB
+16.9%
-55.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +2.3% |
| 7D | +6.0% | +16.0% | -10.0% | +5.5% |
| 30D | +5.5% | +32.1% | -26.6% | +4.5% |
| 3M | -9.8% | +21.5% | -31.3% | -10.4% |
| 6M | -16.0% | +82.1% | -98.1% | -17.0% |
| YTD | -27.6% | +31.6% | -59.2% | -26.7% |
| 1Y | -38.6% | +15.9% | -54.5% | -38.2% |
| All | -38.6% | +16.9% | -55.5% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling