+195.8%
PDD vs NTRA
+1,302.0%
-1,106.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.2% |
| 7D | -4.9% | +2.7% | -7.6% | -5.6% |
| 30D | -3.0% | -19.2% | +16.1% | +1.4% |
| 3M | -6.2% | +2.7% | -8.9% | -7.9% |
| 6M | -20.7% | +63.4% | -84.1% | -31.9% |
| YTD | -30.4% | +39.3% | -69.6% | -38.4% |
| 1Y | -41.3% | +59.0% | -100.3% | -50.0% |
| 3Y | -27.7% | +557.4% | -585.1% | -60.6% |
| 5Y | -16.9% | +177.4% | -194.2% | -49.8% |
| All | +195.8% | +1,302.0% | -1,106.2% | +41.6% |
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