+207.9%
PDD vs NOC
+101.0%
+106.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.6% |
| 7D | -4.1% | -5.2% | +1.1% | -4.2% |
| 30D | -9.6% | -7.2% | -2.4% | -9.8% |
| 3M | -4.3% | -5.1% | +0.8% | -4.4% |
| 6M | -18.8% | -31.1% | +12.3% | -19.7% |
| YTD | -27.5% | -8.6% | -18.9% | -27.6% |
| 1Y | -33.6% | -9.7% | -23.9% | -33.7% |
| 3Y | -20.4% | +24.3% | -44.7% | -19.6% |
| 5Y | -19.6% | +52.6% | -72.2% | -19.4% |
| All | +207.9% | +101.0% | +106.9% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling