+201.5%
PDD vs PHM
+421.6%
-220.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.8% |
| 7D | -1.4% | +3.5% | -4.9% | -2.5% |
| 30D | -1.0% | +21.2% | -22.2% | -6.3% |
| 3M | -12.3% | +2.5% | -14.7% | -13.1% |
| 6M | -18.5% | +16.1% | -34.6% | -22.6% |
| YTD | -29.0% | +16.6% | -45.6% | -33.1% |
| 1Y | -40.7% | +14.4% | -55.1% | -43.9% |
| 3Y | -25.7% | +71.9% | -97.6% | -39.5% |
| 5Y | -3.3% | +174.3% | -177.6% | -33.3% |
| All | +201.5% | +421.6% | -220.1% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling