+191.5%
PDD vs NRG
+333.5%
-142.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.3% |
| 7D | -4.6% | -0.2% | -4.5% | -4.7% |
| 30D | -14.0% | -6.8% | -7.2% | -12.9% |
| 3M | -4.9% | -7.1% | +2.3% | -4.6% |
| 6M | -25.8% | -27.6% | +1.8% | -22.0% |
| YTD | -31.4% | -29.2% | -2.2% | -27.9% |
| 1Y | -37.6% | -29.9% | -7.7% | -34.6% |
| 3Y | -18.4% | +198.7% | -217.0% | -43.8% |
| 5Y | -25.0% | +192.9% | -217.9% | -48.8% |
| All | +191.5% | +333.5% | -142.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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