+1,266.3%
NVDL vs PDD
-12.4%
+1,278.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.8% | -4.7% |
| 7D | -24.8% | -4.9% | -19.9% | -23.3% |
| 30D | -48.0% | -3.0% | -45.0% | -47.7% |
| 3M | -51.5% | -6.2% | -45.4% | -50.7% |
| 6M | -54.9% | -20.7% | -34.2% | -51.5% |
| YTD | -39.2% | -30.4% | -8.9% | -31.3% |
| 1Y | -41.1% | -41.3% | +0.2% | -29.0% |
| 3Y | +262.9% | -27.7% | +290.6% | +280.4% |
| All | +1,266.3% | -12.4% | +1,278.7% | +1,299.9% |
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