+197.4%
PDD vs NI
+129.4%
+68.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -1.0% | +1.5% | -2.5% | -1.0% |
| 30D | -2.4% | +11.9% | -14.3% | -2.8% |
| 3M | -14.6% | +9.1% | -23.8% | -14.9% |
| 6M | -19.6% | -1.8% | -17.9% | -19.6% |
| YTD | -30.0% | +11.4% | -41.3% | -30.4% |
| 1Y | -42.5% | +6.4% | -48.9% | -42.7% |
| 3Y | -27.2% | +98.2% | -125.4% | -29.9% |
| 5Y | -8.2% | +110.1% | -118.3% | -12.3% |
| All | +197.4% | +129.4% | +68.0% | +184.0% |
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