+191.4%
PDD vs NTRA
+1,345.2%
-1,153.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -5.4% | +0.2% | -5.6% | -5.4% |
| 30D | -12.6% | +4.1% | -16.7% | -13.5% |
| 3M | -4.3% | +50.0% | -54.3% | -14.7% |
| 6M | -24.4% | +67.3% | -91.7% | -35.2% |
| YTD | -31.4% | +43.6% | -75.0% | -39.1% |
| 1Y | -38.1% | +89.2% | -127.4% | -49.2% |
| 3Y | -20.1% | +502.5% | -522.7% | -55.2% |
| 5Y | -25.0% | +173.8% | -198.8% | -54.1% |
| All | +191.4% | +1,345.2% | -1,153.8% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling