-18.7%
PDD vs NTAP
+149.9%
-168.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | -9.6% | -0.5% | -9.1% | -9.7% |
| 3M | -4.3% | +4.1% | -8.3% | -5.4% |
| 6M | -18.8% | +88.0% | -106.7% | -30.2% |
| YTD | -27.5% | +75.6% | -103.1% | -36.8% |
| 1Y | -33.6% | +58.9% | -92.5% | -40.8% |
| All | -18.7% | +149.9% | -168.6% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling