-35.9%
PDD vs PCOR
-10.0%
-25.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +5.9% | +23.7% | -17.8% | -3.0% |
| 30D | +7.1% | +39.0% | -31.9% | -6.3% |
| 3M | -7.7% | +35.8% | -43.4% | -19.3% |
| 6M | -13.2% | +38.2% | -51.5% | -25.7% |
| YTD | -26.0% | +3.9% | -29.9% | -30.4% |
| 1Y | -38.4% | +5.7% | -44.1% | -42.8% |
| 3Y | -21.1% | +44.8% | -65.9% | -43.6% |
| 5Y | +0.3% | -19.8% | +20.1% | -21.6% |
| All | -35.9% | -10.0% | -25.9% | -50.6% |
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