+214.4%
PDD vs PCAR
+232.1%
-17.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.8% |
| 7D | +5.9% | +2.2% | +3.7% | +5.0% |
| 30D | +7.1% | -4.4% | +11.5% | +8.8% |
| 3M | -7.7% | -21.4% | +13.7% | +0.9% |
| 6M | -13.2% | -7.3% | -5.9% | -11.6% |
| YTD | -26.0% | -3.8% | -22.2% | -26.0% |
| 1Y | -38.4% | +6.3% | -44.7% | -41.1% |
| 3Y | -21.1% | +34.4% | -55.5% | -35.4% |
| 5Y | +0.3% | +109.2% | -108.9% | -35.8% |
| All | +214.4% | +232.1% | -17.7% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling