+207.9%
PDD vs NI
+108.2%
+99.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.7% |
| 7D | -4.1% | +2.0% | -6.1% | -4.1% |
| 30D | -9.6% | -3.5% | -6.1% | -9.5% |
| 3M | -4.3% | -9.1% | +4.8% | -3.9% |
| 6M | -18.8% | -11.8% | -6.9% | -18.3% |
| YTD | -27.5% | +1.1% | -28.6% | -27.6% |
| 1Y | -33.6% | +6.7% | -40.3% | -33.9% |
| 3Y | -20.4% | +71.1% | -91.5% | -22.8% |
| 5Y | -19.6% | +94.3% | -113.9% | -23.0% |
| All | +207.9% | +108.2% | +99.7% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling