+328.8%
NEM vs PDD
+196.6%
+132.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +3.1% | -4.4% | +7.5% | +3.3% |
| 30D | +10.0% | -15.5% | +25.5% | +11.1% |
| 3M | +30.9% | -4.1% | +34.9% | +31.2% |
| 6M | +10.5% | -23.4% | +33.9% | +12.2% |
| YTD | +29.7% | -30.7% | +60.4% | +32.3% |
| 1Y | +71.1% | -37.6% | +108.8% | +75.4% |
| 3Y | +252.1% | -17.5% | +269.6% | +251.8% |
| 5Y | +157.7% | -24.6% | +182.3% | +154.2% |
| All | +328.8% | +196.6% | +132.1% | +294.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling