-41.7%
PDD vs PCAR
+9.3%
-51.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -3.5% |
| 7D | -1.4% | +2.9% | -4.4% | -1.8% |
| 30D | -1.0% | -2.1% | +1.1% | -0.8% |
| 3M | -12.3% | -20.4% | +8.1% | -9.5% |
| 6M | -18.5% | -7.0% | -11.5% | -18.7% |
| YTD | -29.0% | -2.6% | -26.4% | -28.9% |
| All | -41.7% | +9.3% | -51.1% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling