+211.0%
PDD vs HWM
+1,233.8%
-1,022.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.6% |
| 7D | +5.6% | +3.4% | +2.2% | +4.6% |
| 30D | +5.8% | -7.5% | +13.3% | +7.2% |
| 3M | -8.6% | -28.9% | +20.3% | -2.2% |
| 6M | -18.8% | -19.6% | +0.8% | -15.8% |
| YTD | -26.8% | +0.6% | -27.4% | -28.0% |
| 1Y | -39.3% | +0.3% | -39.6% | -40.3% |
| 3Y | -22.5% | +326.1% | -348.6% | -47.5% |
| 5Y | -0.8% | +525.2% | -525.9% | -38.5% |
| All | +211.0% | +1,233.8% | -1,022.8% | +65.5% |
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