+197.4%
PDD vs NVS
+193.9%
+3.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -1.0% | +2.5% | -3.5% | -1.8% |
| 30D | -2.4% | +13.6% | -16.0% | -6.4% |
| 3M | -14.6% | +4.1% | -18.8% | -16.1% |
| 6M | -19.6% | +11.8% | -31.4% | -23.4% |
| YTD | -30.0% | +22.0% | -52.0% | -35.3% |
| 1Y | -42.5% | +32.3% | -74.8% | -48.4% |
| 3Y | -27.2% | +93.6% | -120.8% | -44.7% |
| 5Y | -8.2% | +136.7% | -144.9% | -38.9% |
| All | +197.4% | +193.9% | +3.5% | +42.2% |
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