+207.9%
PDD vs PCAR
+296.3%
-88.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -4.1% | -0.5% | -3.6% | -3.9% |
| 30D | -9.6% | -6.2% | -3.4% | -7.4% |
| 3M | -4.3% | +5.9% | -10.2% | -6.9% |
| 6M | -18.8% | +0.4% | -19.2% | -19.6% |
| YTD | -27.5% | +14.8% | -42.3% | -32.1% |
| 1Y | -33.6% | +30.1% | -63.7% | -41.2% |
| 3Y | -20.4% | +66.7% | -87.1% | -40.1% |
| 5Y | -19.6% | +166.1% | -185.7% | -53.3% |
| All | +207.9% | +296.3% | -88.4% | +20.0% |
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