-25.7%
PDD vs HWM
+348.7%
-374.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.1% | -3.7% |
| 7D | -1.4% | +1.6% | -3.0% | -1.8% |
| 30D | -1.0% | -3.9% | +2.9% | -0.7% |
| 3M | -12.3% | -23.2% | +11.0% | -9.2% |
| 6M | -18.5% | -20.0% | +1.5% | -16.4% |
| YTD | -29.0% | +5.7% | -34.7% | -30.3% |
| 1Y | -40.7% | +4.9% | -45.6% | -41.7% |
| 3Y | -25.7% | +347.0% | -372.7% | -28.5% |
| All | -25.7% | +348.7% | -374.4% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling