+275.3%
NEM vs PDD
+192.6%
+82.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.8% |
| 7D | -5.9% | -7.6% | +1.7% | -5.5% |
| 30D | -2.6% | -5.4% | +2.9% | -2.2% |
| 3M | -4.2% | -12.9% | +8.7% | -3.5% |
| 6M | -5.5% | -19.0% | +13.5% | -4.4% |
| YTD | +13.5% | -31.6% | +45.2% | +15.9% |
| 1Y | +22.2% | -43.0% | +65.2% | +25.8% |
| 3Y | +249.0% | -28.9% | +277.8% | +251.2% |
| 5Y | +120.1% | -18.4% | +138.5% | +116.6% |
| All | +275.3% | +192.6% | +82.7% | +245.1% |
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 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