-19.3%
PDD vs NRG
+208.6%
-227.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.1% | -0.9% |
| 7D | -4.4% | +3.9% | -8.3% | -5.0% |
| 30D | -15.5% | -3.0% | -12.5% | -15.2% |
| 3M | -4.1% | -10.9% | +6.9% | -3.4% |
| 6M | -23.4% | -25.3% | +1.9% | -20.9% |
| YTD | -30.7% | -26.8% | -3.8% | -28.4% |
| 1Y | -37.6% | -23.3% | -14.3% | -36.4% |
| All | -19.3% | +208.6% | -227.9% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling