+146.9%
NEM vs PDD
-1.2%
+148.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +13.4% | +5.6% | +7.8% | +13.0% |
| 30D | +6.5% | +5.8% | +0.7% | +6.1% |
| 3M | +14.9% | -8.6% | +23.5% | +15.6% |
| 6M | +5.5% | -18.8% | +24.4% | +6.9% |
| YTD | +21.9% | -26.8% | +48.6% | +24.3% |
| 1Y | +47.9% | -39.3% | +87.2% | +52.4% |
| 3Y | +238.2% | -22.5% | +260.7% | +238.9% |
| All | +146.9% | -1.2% | +148.2% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling