+201.5%
PDD vs NSC
+126.3%
+75.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.9% | -3.5% |
| 7D | -1.4% | -5.4% | +3.9% | 0.0% |
| 30D | -1.0% | +2.9% | -4.0% | -1.9% |
| 3M | -12.3% | -2.2% | -10.1% | -11.9% |
| 6M | -18.5% | +5.3% | -23.8% | -20.0% |
| YTD | -29.0% | +14.8% | -43.8% | -32.1% |
| 1Y | -40.7% | +16.6% | -57.3% | -43.6% |
| 3Y | -25.7% | +78.6% | -104.3% | -38.5% |
| 5Y | -3.3% | +27.2% | -30.5% | -13.1% |
| All | +201.5% | +126.3% | +75.2% | +88.0% |
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