-23.8%
PDD vs NUE
+142.0%
-165.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.5% |
| 7D | -4.1% | +1.8% | -5.9% | -4.6% |
| 30D | -13.1% | -6.0% | -7.1% | -11.8% |
| 3M | -3.5% | +1.4% | -4.9% | -4.5% |
| 6M | -21.8% | +52.8% | -74.6% | -31.7% |
| YTD | -29.7% | +58.1% | -87.8% | -39.4% |
| 1Y | -36.2% | +80.4% | -116.6% | -47.3% |
| 3Y | -16.4% | +62.3% | -78.6% | -31.3% |
| 5Y | -23.8% | +146.2% | -170.0% | -47.5% |
| All | -23.8% | +142.0% | -165.9% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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