+326.7%
NEM vs PDD
+210.2%
+116.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | +0.3% | -4.1% | +4.4% | +0.5% |
| 30D | +23.1% | -9.6% | +32.7% | +23.8% |
| 3M | +18.5% | -4.3% | +22.8% | +18.7% |
| 6M | +7.8% | -18.8% | +26.5% | +9.0% |
| YTD | +29.1% | -27.5% | +56.6% | +31.3% |
| 1Y | +72.7% | -33.6% | +106.3% | +76.3% |
| 3Y | +248.7% | -20.4% | +269.1% | +248.9% |
| 5Y | +148.7% | -19.6% | +168.3% | +144.4% |
| All | +326.7% | +210.2% | +116.5% | +291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling