-16.4%
PDD vs NI
+71.0%
-87.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.0% |
| 7D | -4.1% | +2.3% | -6.4% | -4.1% |
| 30D | -13.1% | -1.7% | -11.4% | -13.1% |
| 3M | -3.5% | -8.0% | +4.5% | -3.5% |
| 6M | -21.8% | -8.6% | -13.1% | -21.8% |
| YTD | -29.7% | +2.3% | -32.0% | -29.8% |
| 1Y | -36.2% | +6.9% | -43.2% | -36.3% |
| 3Y | -16.4% | +70.6% | -86.9% | -15.6% |
| All | -16.4% | +71.0% | -87.4% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling