+211.0%
PDD vs PH
+531.9%
-321.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -2.0% |
| 7D | +5.6% | +2.0% | +3.6% | +4.8% |
| 30D | +5.8% | -3.7% | +9.4% | +6.8% |
| 3M | -8.6% | -14.0% | +5.4% | -4.4% |
| 6M | -18.8% | +2.1% | -21.0% | -20.3% |
| YTD | -26.8% | +5.1% | -31.8% | -29.0% |
| 1Y | -39.3% | +10.9% | -50.2% | -42.2% |
| 3Y | -22.5% | +132.9% | -155.4% | -44.9% |
| 5Y | -0.8% | +200.1% | -200.8% | -36.7% |
| All | +211.0% | +531.9% | -321.0% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling