+197.4%
PDD vs USHY
+47.2%
+150.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.7% |
| 7D | -1.0% | +0.3% | -1.3% | -1.6% |
| 30D | -2.4% | +0.4% | -2.8% | -3.2% |
| 3M | -14.6% | -1.3% | -13.3% | -12.5% |
| 6M | -19.6% | -0.4% | -19.2% | -19.0% |
| YTD | -30.0% | +1.0% | -30.9% | -31.1% |
| 1Y | -42.5% | +2.0% | -44.5% | -44.6% |
| 3Y | -27.2% | +25.6% | -52.8% | -52.3% |
| 5Y | -8.2% | +20.0% | -28.2% | -33.7% |
| All | +197.4% | +47.2% | +150.2% | +111.1% |
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