+27.3%
NEM vs PDD
-42.6%
+69.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | -0.3% |
| 7D | -6.4% | -4.9% | -1.5% | -4.7% |
| 30D | +1.4% | -3.0% | +4.5% | +2.5% |
| 3M | -0.7% | -6.2% | +5.5% | +1.8% |
| 6M | -4.5% | -20.7% | +16.2% | +5.9% |
| YTD | +14.0% | -30.4% | +44.4% | +31.9% |
| 1Y | +27.3% | -41.3% | +68.6% | +58.9% |
| All | +27.3% | -42.6% | +69.9% | +58.9% |
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