+198.7%
PDD vs NTRS
+110.8%
+87.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.7% |
| 7D | -4.1% | +1.7% | -5.8% | -4.6% |
| 30D | -13.1% | +0.1% | -13.2% | -13.2% |
| 3M | -3.5% | +9.8% | -13.3% | -6.7% |
| 6M | -21.8% | +34.7% | -56.4% | -29.6% |
| YTD | -29.7% | +37.4% | -67.1% | -37.2% |
| 1Y | -36.2% | +48.2% | -84.4% | -44.6% |
| 3Y | -16.4% | +163.5% | -179.8% | -42.1% |
| 5Y | -23.8% | +88.2% | -112.1% | -40.9% |
| All | +198.7% | +110.8% | +87.9% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling