+317.0%
NEM vs PDD
+203.8%
+113.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.6% | +3.7% |
| 7D | +14.7% | -1.4% | +16.2% | +14.8% |
| 30D | +6.2% | -1.0% | +7.3% | +6.3% |
| 3M | +11.0% | -12.3% | +23.3% | +11.8% |
| 6M | +7.9% | -18.5% | +26.4% | +9.1% |
| YTD | +26.2% | -29.0% | +55.2% | +28.4% |
| 1Y | +51.5% | -40.7% | +92.2% | +55.6% |
| 3Y | +290.6% | -25.7% | +316.3% | +292.1% |
| 5Y | +153.1% | -3.3% | +156.4% | +147.1% |
| All | +317.0% | +203.8% | +113.2% | +282.6% |
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