-14.9%
PDD vs PHM
+61.0%
-75.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | -3.2% | -0.9% | -3.5% |
| 30D | -9.6% | -6.4% | -3.2% | -8.5% |
| 3M | -4.3% | +5.5% | -9.8% | -5.9% |
| 6M | -18.8% | -5.4% | -13.3% | -18.4% |
| YTD | -27.5% | +6.6% | -34.1% | -29.3% |
| 1Y | -33.6% | -8.8% | -24.8% | -33.1% |
| All | -14.9% | +61.0% | -75.9% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling