+201.5%
PDD vs HRB
+180.7%
+20.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -3.0% |
| 7D | -1.4% | -2.4% | +1.0% | -1.4% |
| 30D | -1.0% | +15.7% | -16.8% | -1.4% |
| 3M | -12.3% | +11.4% | -23.6% | -12.5% |
| 6M | -18.5% | +40.7% | -59.2% | -19.2% |
| YTD | -29.0% | +21.0% | -50.0% | -29.3% |
| 1Y | -40.7% | +7.2% | -48.0% | -40.9% |
| 3Y | -25.7% | +29.2% | -54.8% | -26.4% |
| 5Y | -3.3% | +142.3% | -145.6% | -3.9% |
| All | +201.5% | +180.7% | +20.7% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling