+201.5%
PDD vs NOC
+110.4%
+91.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -3.0% |
| 7D | -1.4% | -2.9% | +1.5% | -1.5% |
| 30D | -1.0% | +12.1% | -13.2% | -0.7% |
| 3M | -12.3% | -5.3% | -7.0% | -12.3% |
| 6M | -18.5% | -1.0% | -17.5% | -18.5% |
| YTD | -29.0% | -4.3% | -24.7% | -28.9% |
| 1Y | -40.7% | -3.6% | -37.1% | -40.6% |
| 3Y | -25.7% | +22.9% | -48.6% | -24.9% |
| 5Y | -3.3% | +60.4% | -63.7% | -3.0% |
| All | +201.5% | +110.4% | +91.1% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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