-18.7%
PDD vs PCAR
+66.6%
-85.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | -9.6% | -6.2% | -3.4% | -8.6% |
| 3M | -4.3% | +5.9% | -10.2% | -5.6% |
| 6M | -18.8% | +0.4% | -19.2% | -19.2% |
| YTD | -27.5% | +14.8% | -42.3% | -29.6% |
| 1Y | -33.6% | +30.1% | -63.7% | -37.1% |
| All | -18.7% | +66.6% | -85.2% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling