+207.9%
PDD vs PNR
+61.3%
+146.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | -2.4% | -1.7% | -3.3% |
| 30D | -9.6% | -12.8% | +3.2% | -5.7% |
| 3M | -4.3% | -17.0% | +12.7% | +0.5% |
| 6M | -18.8% | -37.4% | +18.7% | -6.5% |
| YTD | -27.5% | -41.6% | +14.1% | -14.8% |
| 1Y | -33.6% | -44.6% | +11.0% | -20.7% |
| 3Y | -20.4% | -12.1% | -8.3% | -21.6% |
| 5Y | -19.6% | -17.4% | -2.2% | -22.2% |
| All | +207.9% | +61.3% | +146.6% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling