+197.4%
PDD vs PNC
+116.5%
+80.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -2.4% | +6.5% | -8.9% | -4.0% |
| 3M | -14.6% | -7.3% | -7.3% | -13.1% |
| 6M | -19.6% | +8.5% | -28.1% | -21.7% |
| YTD | -30.0% | +14.5% | -44.4% | -32.8% |
| 1Y | -42.5% | +29.1% | -71.6% | -46.6% |
| 3Y | -27.2% | +113.7% | -140.9% | -41.9% |
| 5Y | -8.2% | +35.7% | -43.9% | -18.9% |
| All | +197.4% | +116.5% | +80.9% | +165.1% |
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