+194.4%
PDD vs PNC
+123.2%
+71.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | -15.5% | -4.4% | -11.1% | -14.6% |
| 3M | -4.1% | +4.5% | -8.5% | -5.3% |
| 6M | -23.4% | +19.1% | -42.5% | -27.1% |
| YTD | -30.7% | +18.0% | -48.7% | -33.9% |
| 1Y | -37.6% | +24.1% | -61.7% | -41.4% |
| 3Y | -17.5% | +130.0% | -147.6% | -35.5% |
| 5Y | -24.6% | +50.4% | -75.0% | -34.4% |
| All | +194.4% | +123.2% | +71.2% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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