+191.4%
PDD vs NTR
+93.7%
+97.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -5.4% | -1.3% | -4.1% | -5.1% |
| 30D | -12.6% | +16.8% | -29.4% | -15.8% |
| 3M | -4.3% | +20.7% | -25.0% | -8.8% |
| 6M | -24.4% | +0.5% | -24.9% | -25.1% |
| YTD | -31.4% | +29.2% | -60.6% | -36.5% |
| 1Y | -38.1% | +39.6% | -77.7% | -44.1% |
| 3Y | -20.1% | +37.9% | -58.0% | -28.9% |
| 5Y | -25.0% | +47.1% | -72.1% | -39.4% |
| All | +191.4% | +93.7% | +97.7% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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