-14.5%
PDD vs NUE
+146.2%
-160.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.1% |
| 7D | -1.0% | -6.2% | +5.3% | +0.5% |
| 30D | -2.4% | +2.5% | -4.8% | -3.3% |
| 3M | -14.6% | -6.4% | -8.2% | -13.7% |
| 6M | -19.6% | +13.3% | -32.9% | -23.5% |
| YTD | -30.0% | +58.5% | -88.5% | -40.1% |
| 1Y | -42.5% | +81.9% | -124.4% | -52.9% |
| 3Y | -27.2% | +75.3% | -102.4% | -42.2% |
| All | -14.5% | +146.2% | -160.7% | -41.2% |
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