-37.2%
PDD vs PCOR
-30.9%
-6.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +2.3% |
| 7D | -4.1% | -9.0% | +4.9% | -0.6% |
| 30D | -9.6% | +4.2% | -13.8% | -11.6% |
| 3M | -4.3% | +14.4% | -18.7% | -10.5% |
| 6M | -18.8% | +0.2% | -18.9% | -21.6% |
| YTD | -27.5% | -20.3% | -7.2% | -23.8% |
| 1Y | -33.6% | -16.1% | -17.5% | -32.5% |
| 3Y | -20.4% | -14.7% | -5.7% | -27.3% |
| 5Y | -19.6% | -43.2% | +23.6% | -29.9% |
| All | -37.2% | -30.9% | -6.3% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling