+207.9%
PDD vs NRG
+362.1%
-154.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -0.6% |
| 7D | -4.1% | +7.1% | -11.2% | -5.4% |
| 30D | -9.6% | -1.4% | -8.2% | -9.5% |
| 3M | -4.3% | -10.5% | +6.2% | -3.2% |
| 6M | -18.8% | -26.7% | +8.0% | -14.8% |
| YTD | -27.5% | -24.5% | -3.0% | -24.8% |
| 1Y | -33.6% | -18.6% | -15.1% | -32.7% |
| 3Y | -20.4% | +227.1% | -247.6% | -46.3% |
| 5Y | -19.6% | +198.8% | -218.4% | -45.2% |
| All | +207.9% | +362.1% | -154.2% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling