+195.8%
PDD vs HWM
+1,331.1%
-1,135.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | -4.9% | +7.3% | -12.2% | -6.4% |
| 30D | -3.0% | +1.6% | -4.6% | -3.8% |
| 3M | -6.2% | -21.9% | +15.7% | -1.7% |
| 6M | -20.7% | -19.0% | -1.7% | -17.8% |
| YTD | -30.4% | +7.9% | -38.3% | -32.6% |
| 1Y | -41.3% | +9.9% | -51.2% | -43.4% |
| 3Y | -27.7% | +342.1% | -369.8% | -51.4% |
| 5Y | -16.9% | +600.8% | -617.7% | -49.6% |
| All | +195.8% | +1,331.1% | -1,135.3% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling