+195.8%
PDD vs USHY
+46.6%
+149.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.1% |
| 7D | -4.9% | -0.4% | -4.5% | -4.1% |
| 30D | -3.0% | +0.6% | -3.6% | -4.2% |
| 3M | -6.2% | -2.0% | -4.2% | -2.5% |
| 6M | -20.7% | -0.5% | -20.2% | -19.9% |
| YTD | -30.4% | +0.6% | -31.0% | -31.0% |
| 1Y | -41.3% | +2.1% | -43.4% | -43.5% |
| 3Y | -27.7% | +25.3% | -53.0% | -52.4% |
| 5Y | -16.9% | +19.7% | -36.6% | -39.7% |
| All | +195.8% | +46.6% | +149.2% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling