+154.6%
NEM vs PDD
-22.7%
+177.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | +0.3% | -4.1% | +4.4% | +0.6% |
| 30D | +23.1% | -9.6% | +32.7% | +24.0% |
| 3M | +18.5% | -4.3% | +22.8% | +18.8% |
| 6M | +7.8% | -18.8% | +26.5% | +9.3% |
| YTD | +29.1% | -27.5% | +56.6% | +31.8% |
| 1Y | +72.7% | -33.6% | +106.3% | +77.0% |
| 3Y | +248.7% | -20.4% | +269.1% | +249.0% |
| All | +154.6% | -22.7% | +177.3% | +148.1% |
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 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