-24.6%
PDD vs NRG
+190.8%
-215.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.1% | -0.8% |
| 7D | -4.4% | +3.9% | -8.3% | -5.1% |
| 30D | -15.5% | -3.0% | -12.5% | -15.2% |
| 3M | -4.1% | -10.9% | +6.9% | -3.2% |
| 6M | -23.4% | -25.3% | +1.9% | -20.5% |
| YTD | -30.7% | -26.8% | -3.8% | -28.0% |
| 1Y | -37.6% | -23.3% | -14.3% | -36.2% |
| 3Y | -17.5% | +208.6% | -226.2% | -42.9% |
| 5Y | -24.6% | +194.1% | -218.8% | -42.2% |
| All | -24.6% | +190.8% | -215.4% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling