-38.6%
PDD vs PNR
-31.2%
-7.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +2.0% |
| 7D | +6.0% | +11.9% | -5.9% | +4.6% |
| 30D | +5.5% | +37.1% | -31.7% | +1.6% |
| 3M | -9.8% | +5.7% | -15.5% | -10.6% |
| 6M | -16.0% | -5.7% | -10.3% | -15.8% |
| YTD | -27.6% | -29.8% | +2.3% | -23.8% |
| 1Y | -38.6% | -31.8% | -6.8% | -34.6% |
| All | -38.6% | -31.2% | -7.5% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling