+211.0%
PDD vs NSC
+122.2%
+88.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | +5.6% | -6.2% | +11.9% | +7.4% |
| 30D | +5.8% | +2.6% | +3.2% | +4.9% |
| 3M | -8.6% | -5.8% | -2.8% | -7.3% |
| 6M | -18.8% | +2.1% | -20.9% | -19.7% |
| YTD | -26.8% | +12.7% | -39.5% | -29.6% |
| 1Y | -39.3% | +15.9% | -55.2% | -42.1% |
| 3Y | -22.5% | +74.0% | -96.5% | -35.4% |
| 5Y | -0.8% | +25.2% | -26.0% | -10.4% |
| All | +211.0% | +122.2% | +88.8% | +94.9% |
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