+197.4%
PDD vs PNR
+87.5%
+109.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -1.0% | -0.1% | -0.8% | -1.0% |
| 30D | -2.4% | +33.4% | -35.8% | -11.3% |
| 3M | -14.6% | +4.9% | -19.5% | -16.3% |
| 6M | -19.6% | -8.5% | -11.1% | -18.5% |
| YTD | -30.0% | -32.1% | +2.2% | -21.9% |
| 1Y | -42.5% | -35.0% | -7.5% | -35.0% |
| 3Y | -27.2% | +17.6% | -44.8% | -35.4% |
| 5Y | -8.2% | +0.9% | -9.1% | -16.7% |
| All | +197.4% | +87.5% | +109.9% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling