-23.8%
PDD vs PNC
+52.4%
-76.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.5% |
| 7D | -4.1% | +2.3% | -6.4% | -5.1% |
| 30D | -13.1% | -3.8% | -9.3% | -11.7% |
| 3M | -3.5% | +7.8% | -11.3% | -7.0% |
| 6M | -21.8% | +19.7% | -41.5% | -28.4% |
| YTD | -29.7% | +19.1% | -48.8% | -35.6% |
| 1Y | -36.2% | +23.1% | -59.3% | -42.7% |
| 3Y | -16.4% | +132.1% | -148.5% | -50.2% |
| 5Y | -23.8% | +52.2% | -76.1% | -35.9% |
| All | -23.8% | +52.4% | -76.2% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling