+194.4%
PDD vs NVT
+588.5%
-394.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -0.9% |
| 7D | -4.4% | +7.0% | -11.4% | -6.0% |
| 30D | -15.5% | -2.3% | -13.1% | -15.3% |
| 3M | -4.1% | -3.1% | -1.0% | -4.6% |
| 6M | -23.4% | +47.0% | -70.4% | -32.1% |
| YTD | -30.7% | +56.2% | -86.9% | -39.7% |
| 1Y | -37.6% | +74.5% | -112.2% | -47.6% |
| 3Y | -17.5% | +184.0% | -201.6% | -42.1% |
| 5Y | -24.6% | +410.8% | -435.4% | -56.0% |
| All | +194.4% | +588.5% | -394.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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