-37.6%
PDD vs PNR
-47.2%
+9.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.2% |
| 7D | -4.4% | -3.9% | -0.5% | -3.9% |
| 30D | -15.5% | -13.8% | -1.7% | -13.9% |
| 3M | -4.1% | -22.5% | +18.5% | -1.6% |
| 6M | -23.4% | -37.2% | +13.7% | -17.8% |
| YTD | -30.7% | -44.2% | +13.5% | -23.9% |
| 1Y | -37.6% | -46.6% | +9.0% | -29.6% |
| All | -37.6% | -47.2% | +9.6% | -29.6% |
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