-23.8%
PDD vs NVT
+425.5%
-449.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -4.0% |
| 7D | -4.1% | +10.4% | -14.5% | -6.4% |
| 30D | -13.1% | -1.3% | -11.8% | -13.1% |
| 3M | -3.5% | -0.6% | -2.8% | -4.6% |
| 6M | -21.8% | +53.8% | -75.6% | -32.3% |
| YTD | -29.7% | +60.2% | -89.8% | -40.0% |
| 1Y | -36.2% | +76.8% | -113.0% | -47.5% |
| 3Y | -16.4% | +191.2% | -207.6% | -46.2% |
| 5Y | -23.8% | +430.9% | -454.8% | -66.3% |
| All | -23.8% | +425.5% | -449.3% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling