-21.6%
PDD vs PCAR
+34.2%
-55.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | +5.9% | +2.2% | +3.7% | +5.5% |
| 30D | +7.1% | -4.4% | +11.5% | +7.7% |
| 3M | -7.7% | -21.4% | +13.7% | -4.3% |
| 6M | -13.2% | -7.3% | -5.9% | -12.7% |
| YTD | -26.0% | -3.8% | -22.2% | -25.9% |
| 1Y | -38.4% | +6.3% | -44.7% | -39.2% |
| All | -21.6% | +34.2% | -55.9% | -15.5% |
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 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