-22.5%
PDD vs PCOR
+43.8%
-66.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +5.6% | +22.7% | -17.1% | +1.5% |
| 30D | +5.8% | +37.5% | -31.7% | -0.4% |
| 3M | -8.6% | +35.2% | -43.8% | -14.1% |
| 6M | -18.8% | +42.2% | -61.1% | -25.0% |
| YTD | -26.8% | +3.6% | -30.3% | -28.6% |
| 1Y | -39.3% | -4.8% | -34.5% | -39.7% |
| 3Y | -22.5% | +48.3% | -70.8% | -32.2% |
| All | -22.5% | +43.8% | -66.3% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling