-41.7%
PDD vs PHM
+14.7%
-56.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.4% |
| 7D | -1.4% | +3.5% | -4.9% | -1.9% |
| 30D | -1.0% | +21.2% | -22.2% | -3.0% |
| 3M | -12.3% | +2.5% | -14.7% | -12.9% |
| 6M | -18.5% | +16.1% | -34.6% | -20.7% |
| YTD | -29.0% | +16.6% | -45.6% | -31.3% |
| All | -41.7% | +14.7% | -56.4% | -43.6% |
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