-23.7%
PDD vs HWM
+743.6%
-767.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -4.1% | -2.1% | -2.0% | -3.5% |
| 30D | -9.6% | -11.0% | +1.4% | -6.2% |
| 3M | -4.3% | +4.0% | -8.3% | -6.5% |
| 6M | -18.8% | -0.2% | -18.5% | -19.7% |
| YTD | -27.5% | +26.7% | -54.1% | -34.5% |
| 1Y | -33.6% | +44.7% | -78.3% | -43.1% |
| 3Y | -20.4% | +426.1% | -446.5% | -67.0% |
| All | -23.7% | +743.6% | -767.3% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling