-14.9%
PDD vs NTR
+22.4%
-37.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -3.8% | -0.6% | -3.2% | -3.7% |
| 30D | -2.4% | +5.4% | -7.7% | -3.2% |
| 3M | -12.7% | +7.3% | -20.0% | -13.9% |
| 6M | -20.0% | +2.2% | -22.2% | -20.6% |
| YTD | -30.3% | +18.9% | -49.2% | -33.3% |
| 1Y | -42.4% | +23.7% | -66.1% | -45.4% |
| 3Y | -27.5% | +47.5% | -75.1% | -34.7% |
| 5Y | -14.9% | +22.0% | -37.0% | -43.2% |
| All | -14.9% | +22.4% | -37.3% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling