-27.7%
PDD vs NTAP
+148.4%
-176.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.2% |
| 7D | -4.9% | +7.2% | -12.1% | -5.8% |
| 30D | -3.0% | -18.4% | +15.3% | -0.7% |
| 3M | -6.2% | -11.3% | +5.1% | -5.3% |
| 6M | -20.7% | +53.8% | -74.5% | -28.9% |
| YTD | -30.4% | +72.0% | -102.3% | -39.6% |
| 1Y | -41.3% | +68.0% | -109.3% | -48.8% |
| 3Y | -27.7% | +149.5% | -177.2% | -42.3% |
| All | -27.7% | +148.4% | -176.1% | -42.3% |
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 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