-24.6%
PDD vs NTR
+55.5%
-80.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -4.4% | +0.5% | -5.0% | -4.5% |
| 30D | -15.5% | +21.7% | -37.2% | -18.3% |
| 3M | -4.1% | +22.8% | -26.8% | -7.5% |
| 6M | -23.4% | +8.2% | -31.6% | -24.9% |
| YTD | -30.7% | +32.9% | -63.6% | -34.9% |
| 1Y | -37.6% | +45.3% | -83.0% | -42.7% |
| 3Y | -17.5% | +41.7% | -59.2% | -25.1% |
| 5Y | -24.6% | +49.8% | -74.4% | -47.5% |
| All | -24.6% | +55.5% | -80.2% | -47.5% |
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