+207.9%
PDD vs NTRA
+1,341.9%
-1,134.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -4.1% | +0.6% | -4.6% | -4.2% |
| 30D | -9.6% | +19.5% | -29.1% | -14.1% |
| 3M | -4.3% | +47.8% | -52.0% | -14.4% |
| 6M | -18.8% | +61.6% | -80.4% | -29.8% |
| YTD | -27.5% | +43.3% | -70.8% | -35.6% |
| 1Y | -33.6% | +97.0% | -130.7% | -46.1% |
| 3Y | -20.4% | +424.9% | -445.3% | -53.5% |
| 5Y | -19.6% | +165.2% | -184.8% | -50.5% |
| All | +207.9% | +1,341.9% | -1,134.0% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling