-23.8%
PDD vs PNR
-17.7%
-6.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.0% |
| 7D | -4.1% | -3.0% | -1.1% | -3.0% |
| 30D | -13.1% | -14.9% | +1.8% | -7.7% |
| 3M | -3.5% | -19.0% | +15.6% | +3.2% |
| 6M | -21.8% | -35.9% | +14.1% | -8.0% |
| YTD | -29.7% | -43.1% | +13.5% | -13.3% |
| 1Y | -36.2% | -46.4% | +10.2% | -19.3% |
| 3Y | -16.4% | -10.8% | -5.5% | -22.9% |
| 5Y | -23.8% | -18.9% | -5.0% | -17.4% |
| All | -23.8% | -17.7% | -6.1% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling