-19.0%
PDD vs NVTS
-31.5%
+12.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.3% | -14.3% | -4.1% |
| 7D | -1.4% | +20.8% | -22.3% | -3.5% |
| 30D | -1.0% | -11.1% | +10.1% | -0.6% |
| 3M | -12.3% | -31.0% | +18.8% | -10.1% |
| 6M | -18.5% | -47.4% | +28.9% | -16.4% |
| YTD | -29.0% | +34.2% | -63.2% | -35.8% |
| 1Y | -40.7% | +22.2% | -62.9% | -46.1% |
| 3Y | -25.7% | +68.4% | -94.1% | -44.0% |
| 5Y | -3.3% | -39.0% | +35.7% | -13.2% |
| All | -19.0% | -31.5% | +12.5% | -31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling