+2,494.8%
NVDL vs PDD
-13.6%
+2,508.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.3% |
| 7D | -8.7% | -4.6% | -4.0% | -7.0% |
| 30D | -1.3% | -14.0% | +12.7% | +4.1% |
| 3M | +11.4% | -4.9% | +16.2% | +12.4% |
| 6M | +22.9% | -25.8% | +48.7% | +36.4% |
| YTD | +15.4% | -31.4% | +46.8% | +31.9% |
| 1Y | +18.8% | -37.6% | +56.3% | +40.8% |
| 3Y | +641.4% | -18.4% | +659.7% | +647.5% |
| All | +2,494.8% | -13.6% | +2,508.4% | +2,587.0% |
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