+211.0%
PDD vs PHM
+408.6%
-197.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.6% |
| 7D | +5.6% | +6.2% | -0.6% | +3.8% |
| 30D | +5.8% | +17.9% | -12.2% | +0.9% |
| 3M | -8.6% | +2.5% | -11.1% | -9.5% |
| 6M | -18.8% | +10.8% | -29.6% | -21.9% |
| YTD | -26.8% | +13.7% | -40.5% | -30.5% |
| 1Y | -39.3% | +12.4% | -51.6% | -42.3% |
| 3Y | -22.5% | +65.6% | -88.1% | -36.2% |
| 5Y | -0.8% | +175.3% | -176.1% | -31.4% |
| All | +211.0% | +408.6% | -197.6% | +82.4% |
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