+72.7%
NEM vs PDD
-33.4%
+106.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +0.3% | -4.1% | +4.4% | +1.9% |
| 30D | +23.1% | -9.6% | +32.7% | +27.7% |
| 3M | +18.5% | -4.3% | +22.8% | +20.6% |
| 6M | +7.8% | -18.8% | +26.5% | +17.2% |
| YTD | +29.1% | -27.5% | +56.6% | +43.9% |
| 1Y | +72.7% | -33.6% | +106.3% | +103.7% |
| All | +72.7% | -33.4% | +106.1% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 1y: compounded portfolio wealth divided by compounded PDD 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…
1y analysis · Full analysis span regression · 6 months rolling