+207.9%
PDD vs NTAP
+181.9%
+26.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | -0.8% | -3.3% | -3.8% |
| 30D | -9.6% | -0.5% | -9.1% | -9.7% |
| 3M | -4.3% | +4.1% | -8.3% | -6.3% |
| 6M | -18.8% | +88.0% | -106.7% | -36.4% |
| YTD | -27.5% | +75.6% | -103.1% | -42.1% |
| 1Y | -33.6% | +58.9% | -92.5% | -45.1% |
| 3Y | -20.4% | +153.6% | -174.0% | -47.3% |
| 5Y | -19.6% | +127.6% | -147.2% | -45.1% |
| All | +207.9% | +181.9% | +26.0% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling