-38.6%
PDD vs PHM
+16.2%
-54.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.2% | -4.7% | +1.6% |
| 7D | +6.0% | +13.6% | -7.5% | +4.5% |
| 30D | +5.5% | +19.3% | -13.8% | +3.5% |
| 3M | -9.8% | +3.5% | -13.2% | -10.5% |
| 6M | -16.0% | +18.6% | -34.6% | -18.5% |
| YTD | -27.6% | +16.7% | -44.3% | -29.8% |
| 1Y | -38.6% | +14.6% | -53.2% | -40.8% |
| All | -38.6% | +16.2% | -54.8% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling