+207.9%
PDD vs PNC
+127.7%
+80.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | -9.6% | -3.8% | -5.8% | -8.8% |
| 3M | -4.3% | +9.0% | -13.3% | -6.6% |
| 6M | -18.8% | +16.6% | -35.4% | -22.2% |
| YTD | -27.5% | +20.4% | -47.9% | -31.2% |
| 1Y | -33.6% | +22.3% | -56.0% | -37.4% |
| 3Y | -20.4% | +124.5% | -144.9% | -37.3% |
| 5Y | -19.6% | +54.1% | -73.7% | -30.4% |
| All | +207.9% | +127.7% | +80.2% | +171.2% |
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