+194.4%
PDD vs HRB
+148.6%
+45.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | -4.4% | -10.6% | +6.2% | -4.2% |
| 30D | -15.5% | -0.8% | -14.6% | -15.5% |
| 3M | -4.1% | +19.1% | -23.1% | -4.5% |
| 6M | -23.4% | +48.7% | -72.1% | -24.1% |
| YTD | -30.7% | +7.1% | -37.8% | -30.8% |
| 1Y | -37.6% | -8.3% | -29.3% | -37.6% |
| 3Y | -17.5% | +25.8% | -43.4% | -18.4% |
| 5Y | -24.6% | +111.1% | -135.7% | -24.9% |
| All | +194.4% | +148.6% | +45.8% | +193.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling