+197.4%
PDD vs HWM
+1,319.6%
-1,122.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -1.0% | -1.8% | +0.8% | -0.8% |
| 30D | -2.4% | -2.7% | +0.3% | -2.2% |
| 3M | -14.6% | -22.7% | +8.1% | -10.3% |
| 6M | -19.6% | -18.9% | -0.7% | -16.7% |
| YTD | -30.0% | +7.1% | -37.1% | -32.1% |
| 1Y | -42.5% | +4.7% | -47.2% | -44.0% |
| 3Y | -27.2% | +345.6% | -372.8% | -51.1% |
| 5Y | -8.2% | +588.3% | -596.5% | -44.2% |
| All | +197.4% | +1,319.6% | -1,122.2% | +56.0% |
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