+2,739.0%
NVDA vs PDD
+203.8%
+2,535.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.2% | -3.6% |
| 7D | -11.6% | -1.4% | -10.1% | -11.4% |
| 30D | -22.1% | -1.0% | -21.0% | -22.0% |
| 3M | -20.1% | -12.3% | -7.9% | -18.2% |
| 6M | -16.8% | -18.5% | +1.7% | -13.9% |
| YTD | -4.0% | -29.0% | +25.0% | +2.2% |
| 1Y | -4.8% | -40.7% | +35.9% | +5.1% |
| 3Y | +281.7% | -25.7% | +307.4% | +283.9% |
| 5Y | +485.4% | -3.3% | +488.7% | +399.7% |
| All | +2,739.0% | +203.8% | +2,535.2% | +1,530.1% |
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 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