+67.5%
NOK vs PDD
+203.8%
-136.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.0% | +9.8% | +7.1% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | -21.0% | -1.0% | -20.0% | -21.0% |
| 3M | -12.6% | -12.3% | -0.3% | -11.7% |
| 6M | -36.2% | -18.5% | -17.7% | -35.1% |
| YTD | +26.4% | -29.0% | +55.4% | +30.2% |
| 1Y | +19.6% | -40.7% | +60.3% | +25.3% |
| 3Y | +152.6% | -25.7% | +178.3% | +152.9% |
| 5Y | +57.3% | -3.3% | +60.6% | +45.2% |
| All | +67.5% | +203.8% | -136.2% | +31.2% |
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 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