-18.7%
PDD vs PCOR
-14.4%
-4.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.5% |
| 7D | -4.1% | -9.0% | +4.9% | -2.5% |
| 30D | -9.6% | +4.2% | -13.8% | -10.6% |
| 3M | -4.3% | +14.4% | -18.7% | -7.5% |
| 6M | -18.8% | +0.2% | -18.9% | -20.2% |
| YTD | -27.5% | -20.3% | -7.2% | -25.5% |
| 1Y | -33.6% | -16.1% | -17.5% | -32.8% |
| All | -18.7% | -14.4% | -4.3% | -20.8% |
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