-23.8%
PDD vs USHY
+21.9%
-45.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -2.9% |
| 7D | -4.1% | 0.0% | -4.1% | -4.2% |
| 30D | -13.1% | 0.0% | -13.1% | -13.1% |
| 3M | -3.5% | +1.2% | -4.6% | -6.5% |
| 6M | -21.8% | +2.6% | -24.4% | -27.0% |
| YTD | -29.7% | +2.4% | -32.1% | -34.0% |
| 1Y | -36.2% | +4.2% | -40.4% | -42.9% |
| 3Y | -16.4% | +28.0% | -44.4% | -57.6% |
| 5Y | -23.8% | +21.8% | -45.6% | -38.9% |
| All | -23.8% | +21.9% | -45.7% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling