+1,381.0%
NET vs PDD
+127.8%
+1,253.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.0% | -3.2% |
| 7D | -16.4% | +6.0% | -22.4% | -17.8% |
| 30D | -25.8% | +5.5% | -31.3% | -27.0% |
| 3M | -11.5% | -9.8% | -1.8% | -9.5% |
| 6M | +18.9% | -16.0% | +34.9% | +23.7% |
| YTD | +35.2% | -27.6% | +62.8% | +45.9% |
| 1Y | +14.5% | -38.6% | +53.1% | +29.1% |
| 3Y | +313.8% | -22.8% | +336.6% | +305.9% |
| 5Y | +32.6% | -5.2% | +37.8% | +5.6% |
| All | +1,381.0% | +127.8% | +1,253.2% | +841.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling