-14.5%
PDD vs PH
+213.3%
-227.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -1.0% | +2.1% | -3.1% | -1.9% |
| 30D | -2.4% | +0.3% | -2.7% | -2.9% |
| 3M | -14.6% | -8.8% | -5.8% | -11.9% |
| 6M | -19.6% | +10.0% | -29.7% | -23.9% |
| YTD | -30.0% | +10.5% | -40.5% | -34.2% |
| 1Y | -42.5% | +15.5% | -58.0% | -47.0% |
| 3Y | -27.2% | +136.4% | -163.5% | -56.2% |
| All | -14.5% | +213.3% | -227.8% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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