+198.7%
PDD vs NSC
+126.8%
+71.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -4.1% | -1.5% | -2.6% | -3.7% |
| 30D | -13.1% | -1.9% | -11.2% | -12.6% |
| 3M | -3.5% | +6.2% | -9.7% | -5.2% |
| 6M | -21.8% | +9.2% | -31.0% | -24.0% |
| YTD | -29.7% | +15.0% | -44.7% | -32.7% |
| 1Y | -36.2% | +21.1% | -57.3% | -39.9% |
| 3Y | -16.4% | +78.6% | -95.0% | -30.8% |
| 5Y | -23.8% | +45.9% | -69.7% | -33.9% |
| All | +198.7% | +126.8% | +71.9% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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