+69.3%
NEM vs PDD
-36.6%
+105.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.3% |
| 7D | +3.9% | -4.1% | +8.0% | +5.4% |
| 30D | +12.7% | -13.1% | +25.8% | +18.6% |
| 3M | +28.7% | -3.5% | +32.1% | +30.3% |
| 6M | +9.8% | -21.8% | +31.6% | +21.0% |
| YTD | +28.1% | -29.7% | +57.8% | +44.4% |
| 1Y | +69.3% | -36.2% | +105.6% | +100.7% |
| All | +69.3% | -36.6% | +105.9% | +100.7% |
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