-21.7%
PDD vs NVTS
-20.2%
-1.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | -4.6% | +0.5% | -5.1% | -4.7% |
| 30D | -14.0% | -18.0% | +4.0% | -12.5% |
| 3M | -4.9% | -45.6% | +40.7% | -0.4% |
| 6M | -25.8% | +28.5% | -54.2% | -31.0% |
| YTD | -31.4% | +56.2% | -87.5% | -38.2% |
| 1Y | -37.6% | +97.7% | -135.3% | -46.6% |
| 3Y | -18.4% | +35.0% | -53.3% | -31.2% |
| All | -21.7% | -20.2% | -1.4% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVTS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling