+201.5%
PDD vs NTAP
+168.1%
+33.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -4.2% |
| 7D | -1.4% | -5.0% | +3.5% | -0.3% |
| 30D | -1.0% | -25.8% | +24.7% | +7.1% |
| 3M | -12.3% | -6.9% | -5.4% | -12.1% |
| 6M | -18.5% | +50.0% | -68.5% | -31.9% |
| YTD | -29.0% | +66.9% | -95.9% | -43.4% |
| 1Y | -40.7% | +58.3% | -99.0% | -51.8% |
| 3Y | -25.7% | +145.1% | -170.8% | -51.1% |
| 5Y | -3.3% | +114.2% | -117.5% | -33.8% |
| All | +201.5% | +168.1% | +33.4% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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