+1,323.1%
NVDL vs PDD
-14.0%
+1,337.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.9% | -7.1% | -8.3% |
| 7D | -17.5% | -7.6% | -9.8% | -14.9% |
| 30D | -49.2% | -5.4% | -43.8% | -48.4% |
| 3M | -49.0% | -12.9% | -36.0% | -46.7% |
| 6M | -50.9% | -19.0% | -31.9% | -47.7% |
| YTD | -36.7% | -31.6% | -5.1% | -27.9% |
| 1Y | -43.0% | -43.0% | 0.0% | -30.5% |
| 3Y | +281.1% | -28.9% | +310.0% | +302.1% |
| All | +1,323.1% | -14.0% | +1,337.0% | +1,368.5% |
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