-18.8%
PDD vs NTR
+9.0%
-27.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.6% |
| 7D | -4.1% | +8.1% | -12.2% | -3.5% |
| 30D | -9.6% | +18.8% | -28.4% | -8.5% |
| 3M | -4.3% | +16.2% | -20.5% | -3.5% |
| 6M | -18.8% | +9.8% | -28.5% | -19.1% |
| All | -18.8% | +9.0% | -27.7% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling