-27.7%
PDD vs NOC
+24.7%
-52.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.9% |
| 7D | -4.9% | +4.8% | -9.7% | -4.6% |
| 30D | -3.0% | +11.0% | -14.1% | -2.4% |
| 3M | -6.2% | -3.8% | -2.4% | -6.2% |
| 6M | -20.7% | +0.6% | -21.4% | -20.6% |
| YTD | -30.4% | -2.3% | -28.1% | -29.8% |
| 1Y | -41.3% | +0.3% | -41.5% | -40.6% |
| 3Y | -27.7% | +24.6% | -52.3% | -25.8% |
| All | -27.7% | +24.7% | -52.4% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling