-0.3%
PDD vs HWM
+522.0%
-522.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.9% |
| 7D | +5.6% | +3.3% | +2.3% | +4.1% |
| 30D | +5.8% | -7.6% | +13.4% | +7.9% |
| 3M | -8.6% | -28.9% | +20.3% | +1.5% |
| 6M | -18.8% | -19.7% | +0.8% | -14.3% |
| YTD | -26.8% | +0.5% | -27.3% | -29.4% |
| 1Y | -39.3% | +0.3% | -39.5% | -41.4% |
| 3Y | -22.5% | +325.8% | -348.3% | -67.7% |
| All | -0.3% | +522.0% | -522.2% | -71.0% |
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 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