+201.5%
PDD vs PNC
+116.5%
+85.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.7% | -3.7% |
| 7D | -1.4% | -0.2% | -1.3% | -1.5% |
| 30D | -1.0% | +6.5% | -7.5% | -2.7% |
| 3M | -12.3% | -7.6% | -4.7% | -10.7% |
| 6M | -18.5% | +8.5% | -27.0% | -20.6% |
| YTD | -29.0% | +14.5% | -43.5% | -31.8% |
| 1Y | -40.7% | +29.7% | -70.4% | -45.0% |
| 3Y | -25.7% | +115.7% | -141.3% | -40.8% |
| 5Y | -3.3% | +34.6% | -37.9% | -14.5% |
| All | +201.5% | +116.5% | +85.0% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling