+195.9%
PDD vs NVS
+188.6%
+7.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -3.8% | -2.8% | -1.0% | -3.0% |
| 30D | -2.4% | +11.5% | -13.8% | -5.8% |
| 3M | -12.7% | +3.7% | -16.4% | -14.2% |
| 6M | -20.0% | +10.4% | -30.4% | -23.5% |
| YTD | -30.3% | +19.8% | -50.1% | -35.2% |
| 1Y | -42.4% | +26.6% | -69.0% | -47.5% |
| 3Y | -27.5% | +90.1% | -117.6% | -44.7% |
| 5Y | -14.9% | +133.4% | -148.3% | -43.2% |
| All | +195.9% | +188.6% | +7.3% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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