-38.1%
PDD vs NRG
-28.9%
-9.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.1% |
| 7D | -5.4% | -4.7% | -0.7% | -5.1% |
| 30D | -12.6% | -6.0% | -6.6% | -12.4% |
| 3M | -4.3% | -8.0% | +3.7% | -4.9% |
| 6M | -24.4% | -23.2% | -1.3% | -23.6% |
| YTD | -31.4% | -28.1% | -3.3% | -30.1% |
| 1Y | -38.1% | -27.3% | -10.8% | -36.3% |
| All | -38.1% | -28.9% | -9.2% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling