+207.9%
PDD vs NSC
+127.9%
+80.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -4.1% | -5.5% | +1.5% | -2.6% |
| 30D | -9.6% | -3.2% | -6.4% | -8.8% |
| 3M | -4.3% | +7.7% | -11.9% | -6.4% |
| 6M | -18.8% | +4.5% | -23.3% | -20.1% |
| YTD | -27.5% | +15.6% | -43.1% | -30.7% |
| 1Y | -33.6% | +19.8% | -53.5% | -37.3% |
| 3Y | -20.4% | +70.1% | -90.5% | -33.2% |
| 5Y | -19.6% | +46.1% | -65.7% | -30.2% |
| All | +207.9% | +127.9% | +80.0% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling