-0.3%
PDD vs PH
+197.3%
-197.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -2.2% |
| 7D | +5.6% | +2.0% | +3.6% | +4.7% |
| 30D | +5.8% | -3.7% | +9.4% | +6.9% |
| 3M | -8.6% | -14.0% | +5.4% | -3.5% |
| 6M | -18.8% | +2.1% | -21.0% | -20.8% |
| YTD | -26.8% | +5.1% | -31.8% | -29.8% |
| 1Y | -39.3% | +10.9% | -50.2% | -43.2% |
| 3Y | -22.5% | +132.9% | -155.4% | -53.5% |
| All | -0.3% | +197.3% | -197.5% | -50.3% |
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