-23.8%
PDD vs NTAP
+135.7%
-159.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.7% |
| 7D | -4.1% | +3.3% | -7.4% | -5.2% |
| 30D | -13.1% | -0.2% | -12.9% | -13.3% |
| 3M | -3.5% | +11.4% | -14.9% | -8.1% |
| 6M | -21.8% | +88.7% | -110.5% | -41.8% |
| YTD | -29.7% | +78.9% | -108.6% | -46.7% |
| 1Y | -36.2% | +58.8% | -95.0% | -49.0% |
| 3Y | -16.4% | +153.5% | -169.9% | -53.8% |
| 5Y | -23.8% | +136.7% | -160.6% | -55.9% |
| All | -23.8% | +135.7% | -159.5% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling