-33.6%
PDD vs HWM
+48.6%
-82.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -4.1% | -2.1% | -2.0% | -3.7% |
| 30D | -9.6% | -11.0% | +1.4% | -7.5% |
| 3M | -4.3% | +4.0% | -8.3% | -6.5% |
| 6M | -18.8% | -0.2% | -18.5% | -20.4% |
| YTD | -27.5% | +26.7% | -54.1% | -33.7% |
| 1Y | -33.6% | +44.7% | -78.3% | -39.1% |
| All | -33.6% | +48.6% | -82.2% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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