+211.0%
PDD vs PCAR
+224.1%
-13.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.2% |
| 7D | +5.6% | +0.1% | +5.6% | +5.6% |
| 30D | +5.8% | -4.6% | +10.3% | +7.5% |
| 3M | -8.6% | -22.6% | +14.0% | +0.5% |
| 6M | -18.8% | -12.0% | -6.9% | -15.7% |
| YTD | -26.8% | -6.1% | -20.7% | -26.1% |
| 1Y | -39.3% | +6.3% | -45.6% | -41.9% |
| 3Y | -22.5% | +31.8% | -54.3% | -36.1% |
| 5Y | -0.8% | +104.2% | -104.9% | -36.0% |
| All | +211.0% | +224.1% | -13.1% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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