-27.7%
PDD vs PNR
+15.8%
-43.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | -4.9% | +0.3% | -5.2% | -4.9% |
| 30D | -3.0% | +31.7% | -34.8% | -7.4% |
| 3M | -6.2% | +2.6% | -8.8% | -6.7% |
| 6M | -20.7% | -6.4% | -14.3% | -20.5% |
| YTD | -30.4% | -33.4% | +3.1% | -25.6% |
| 1Y | -41.3% | -35.1% | -6.2% | -36.9% |
| 3Y | -27.7% | +17.1% | -44.8% | -18.9% |
| All | -27.7% | +15.8% | -43.5% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling