-25.2%
PDD vs NVDX
+772.1%
-797.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -5.4% | -10.2% | +4.9% | -4.4% |
| 30D | -12.6% | -7.3% | -5.3% | -12.2% |
| 3M | -4.3% | +5.5% | -9.8% | -5.5% |
| 6M | -24.4% | +18.3% | -42.7% | -26.8% |
| YTD | -31.4% | +11.4% | -42.8% | -33.4% |
| 1Y | -38.1% | +12.7% | -50.8% | -40.3% |
| All | -25.2% | +772.1% | -797.3% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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