-25.0%
PDD vs NTRS
+88.8%
-113.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.6% |
| 7D | -4.6% | +0.3% | -5.0% | -4.8% |
| 30D | -14.0% | +0.2% | -14.1% | -14.1% |
| 3M | -4.9% | +13.2% | -18.1% | -10.2% |
| 6M | -25.8% | +36.9% | -62.7% | -36.0% |
| YTD | -31.4% | +39.1% | -70.5% | -41.4% |
| 1Y | -37.6% | +50.4% | -88.0% | -48.8% |
| 3Y | -18.4% | +166.8% | -185.1% | -52.7% |
| 5Y | -25.0% | +92.9% | -117.9% | -44.1% |
| All | -25.0% | +88.8% | -113.7% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling