+1.4%
PDD vs NVD
-99.2%
+100.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.2% |
| 7D | -4.4% | +0.5% | -5.0% | -4.3% |
| 30D | -15.5% | -9.3% | -6.2% | -16.1% |
| 3M | -4.1% | -22.1% | +18.0% | -5.7% |
| 6M | -23.4% | -45.8% | +22.4% | -26.9% |
| YTD | -30.7% | -46.7% | +16.0% | -33.6% |
| 1Y | -37.6% | -59.5% | +21.8% | -41.2% |
| 3Y | -17.5% | -99.2% | +81.6% | -43.6% |
| All | +1.4% | -99.2% | +100.6% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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