+120.2%
NEM vs PDD
-16.7%
+136.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | +0.3% |
| 7D | -6.4% | -4.9% | -1.5% | -6.1% |
| 30D | +1.4% | -3.0% | +4.5% | +1.6% |
| 3M | -0.7% | -6.2% | +5.5% | -0.3% |
| 6M | -4.5% | -20.7% | +16.2% | -3.0% |
| YTD | +14.0% | -30.4% | +44.4% | +16.7% |
| 1Y | +27.3% | -41.3% | +68.6% | +31.5% |
| 3Y | +250.5% | -27.7% | +278.2% | +252.9% |
| All | +120.2% | -16.7% | +136.8% | +115.8% |
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