-37.6%
PDD vs NTR
+41.6%
-79.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.1% |
| 7D | -4.6% | -2.5% | -2.2% | -4.7% |
| 30D | -14.0% | +17.0% | -31.0% | -13.4% |
| 3M | -4.9% | +22.2% | -27.0% | -4.2% |
| 6M | -25.8% | +5.2% | -30.9% | -25.8% |
| YTD | -31.4% | +29.7% | -61.0% | -30.8% |
| 1Y | -37.6% | +39.4% | -77.0% | -37.6% |
| All | -37.6% | +41.6% | -79.2% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling