-14.5%
PDD vs PNR
+0.9%
-15.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.8% |
| 3M | -14.6% | +4.9% | -19.5% | -16.5% |
| 6M | -19.6% | -8.5% | -11.1% | -18.1% |
| YTD | -30.0% | -32.1% | +2.2% | -19.5% |
| 1Y | -42.5% | -35.0% | -7.5% | -32.7% |
| 3Y | -27.2% | +17.6% | -44.8% | -41.6% |
| All | -14.5% | +0.9% | -15.4% | -13.1% |
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