+2.9%
PDD vs NVD
-99.2%
+102.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.9% | -2.6% |
| 7D | -4.1% | -7.7% | +3.5% | -4.8% |
| 30D | -13.1% | -5.8% | -7.3% | -13.4% |
| 3M | -3.5% | -23.2% | +19.7% | -5.3% |
| 6M | -21.8% | -49.7% | +27.9% | -25.9% |
| YTD | -29.7% | -47.7% | +18.0% | -32.7% |
| 1Y | -36.2% | -61.3% | +25.1% | -40.1% |
| 3Y | -16.4% | -99.2% | +82.8% | -42.9% |
| All | +2.9% | -99.2% | +102.1% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling