+195.8%
PDD vs PCAR
+240.1%
-44.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.7% |
| 7D | -4.9% | +4.9% | -9.8% | -6.7% |
| 30D | -3.0% | -1.4% | -1.6% | -2.7% |
| 3M | -6.2% | -18.1% | +12.0% | +0.9% |
| 6M | -20.7% | -4.0% | -16.7% | -20.4% |
| YTD | -30.4% | -1.5% | -28.9% | -31.1% |
| 1Y | -41.3% | +13.2% | -54.5% | -45.2% |
| 3Y | -27.7% | +35.8% | -63.5% | -41.0% |
| 5Y | -16.9% | +114.6% | -131.5% | -47.4% |
| All | +195.8% | +240.1% | -44.3% | +21.8% |
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