+207.9%
PDD vs PH
+562.8%
-354.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -4.1% | -3.1% | -1.0% | -3.1% |
| 30D | -9.6% | -3.2% | -6.4% | -8.8% |
| 3M | -4.3% | +10.6% | -14.9% | -8.1% |
| 6M | -18.8% | -2.1% | -16.6% | -18.9% |
| YTD | -27.5% | +10.2% | -37.7% | -30.5% |
| 1Y | -33.6% | +28.2% | -61.9% | -39.8% |
| 3Y | -20.4% | +134.9% | -155.3% | -43.4% |
| 5Y | -19.6% | +253.6% | -273.2% | -51.1% |
| All | +207.9% | +562.8% | -354.9% | +31.2% |
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