-23.7%
PDD vs HRB
+126.2%
-149.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.0% |
| 7D | -4.1% | -5.7% | +1.6% | -3.7% |
| 30D | -9.6% | +7.9% | -17.5% | -10.2% |
| 3M | -4.3% | +32.1% | -36.4% | -6.2% |
| 6M | -18.8% | +62.2% | -81.0% | -21.6% |
| YTD | -27.5% | +16.4% | -43.9% | -28.1% |
| 1Y | -33.6% | -0.3% | -33.4% | -33.5% |
| 3Y | -20.4% | +36.0% | -56.4% | -24.4% |
| All | -23.7% | +126.2% | -149.9% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling