-36.6%
PDD vs PCOR
-10.3%
-26.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +5.6% | +22.7% | -17.1% | -2.9% |
| 30D | +5.8% | +37.5% | -31.7% | -7.0% |
| 3M | -8.6% | +35.2% | -43.8% | -19.9% |
| 6M | -18.8% | +42.2% | -61.1% | -31.2% |
| YTD | -26.8% | +3.6% | -30.3% | -31.1% |
| 1Y | -39.3% | -4.8% | -34.5% | -40.8% |
| 3Y | -22.5% | +48.3% | -70.8% | -45.3% |
| 5Y | -0.8% | -20.1% | +19.3% | -22.3% |
| All | -36.6% | -10.3% | -26.3% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling