-16.4%
PDD vs PNR
-11.7%
-4.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.6% |
| 7D | -4.1% | -3.0% | -1.1% | -3.6% |
| 30D | -13.1% | -14.9% | +1.8% | -10.9% |
| 3M | -3.5% | -19.0% | +15.6% | -0.8% |
| 6M | -21.8% | -35.9% | +14.1% | -16.0% |
| YTD | -29.7% | -43.1% | +13.5% | -22.9% |
| 1Y | -36.2% | -46.4% | +10.2% | -29.3% |
| 3Y | -16.4% | -10.8% | -5.5% | -9.4% |
| All | -16.4% | -11.7% | -4.6% | -9.4% |
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