+3,482.7%
NVDA vs PDD
+200.9%
+3,281.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.4% |
| 7D | +3.8% | -4.1% | +7.9% | +4.7% |
| 30D | +0.8% | -13.1% | +13.9% | +3.6% |
| 3M | +8.2% | -3.5% | +11.7% | +8.5% |
| 6M | +27.1% | -21.8% | +48.9% | +32.9% |
| YTD | +21.2% | -29.7% | +50.8% | +29.5% |
| 1Y | +34.3% | -36.2% | +70.5% | +46.3% |
| 3Y | +396.3% | -16.4% | +412.6% | +387.5% |
| 5Y | +913.8% | -23.8% | +937.6% | +805.1% |
| All | +3,482.7% | +200.9% | +3,281.8% | +1,965.7% |
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