-27.7%
PDD vs HWM
+348.7%
-376.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | -4.9% | +7.3% | -12.2% | -5.8% |
| 30D | -3.0% | +1.6% | -4.6% | -3.5% |
| 3M | -6.2% | -21.9% | +15.7% | -3.1% |
| 6M | -20.7% | -19.0% | -1.7% | -18.7% |
| YTD | -30.4% | +7.9% | -38.3% | -31.8% |
| 1Y | -41.3% | +9.9% | -51.2% | -42.6% |
| 3Y | -27.7% | +342.1% | -369.8% | -33.8% |
| All | -27.7% | +348.7% | -376.4% | -33.8% |
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