+120.4%
NOK vs PDD
+196.6%
-76.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.2% |
| 7D | +9.3% | -4.4% | +13.8% | +9.8% |
| 30D | +17.9% | -15.5% | +33.3% | +19.7% |
| 3M | -22.3% | -4.1% | -18.3% | -22.2% |
| 6M | +36.4% | -23.4% | +59.8% | +39.7% |
| YTD | +66.3% | -30.7% | +97.0% | +72.0% |
| 1Y | +134.4% | -37.6% | +172.1% | +144.8% |
| 3Y | +186.6% | -17.5% | +204.1% | +184.4% |
| 5Y | +102.7% | -24.6% | +127.3% | +91.2% |
| All | +120.4% | +196.6% | -76.3% | +73.3% |
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