+191.4%
PDD vs NTRS
+115.7%
+75.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -5.4% | +1.4% | -6.7% | -5.8% |
| 30D | -12.6% | -0.7% | -12.0% | -12.5% |
| 3M | -4.3% | +11.3% | -15.6% | -7.8% |
| 6M | -24.4% | +35.5% | -59.9% | -32.0% |
| YTD | -31.4% | +40.6% | -72.0% | -39.2% |
| 1Y | -38.1% | +49.2% | -87.3% | -46.4% |
| 3Y | -20.1% | +167.2% | -187.3% | -45.0% |
| 5Y | -25.0% | +94.9% | -119.9% | -42.4% |
| All | +191.4% | +115.7% | +75.7% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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