-38.6%
PDD vs PCOR
+4.0%
-42.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +19.7% | -17.2% | -0.2% |
| 7D | +6.0% | +21.8% | -15.8% | +3.0% |
| 30D | +5.5% | +39.5% | -34.1% | +0.6% |
| 3M | -9.8% | +35.2% | -45.0% | -13.9% |
| 6M | -16.0% | +21.7% | -37.7% | -20.9% |
| YTD | -27.6% | +3.9% | -31.5% | -29.1% |
| 1Y | -38.6% | +6.9% | -45.6% | -40.4% |
| All | -38.6% | +4.0% | -42.7% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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