-41.3%
PDD vs NTR
+21.2%
-62.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | -4.9% | -0.3% | -4.6% | -4.9% |
| 30D | -3.0% | +2.0% | -5.0% | -2.9% |
| 3M | -6.2% | +6.4% | -12.6% | -5.8% |
| 6M | -20.7% | +1.6% | -22.3% | -20.9% |
| YTD | -30.4% | +18.2% | -48.6% | -28.0% |
| 1Y | -41.3% | +23.9% | -65.2% | -40.0% |
| All | -41.3% | +21.2% | -62.5% | -40.0% |
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 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