-20.9%
PDD vs NVTS
-17.0%
-3.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.1% |
| 7D | -4.4% | +3.5% | -7.9% | -4.8% |
| 30D | -15.5% | -11.9% | -3.6% | -14.6% |
| 3M | -4.1% | -49.2% | +45.2% | +1.1% |
| 6M | -23.4% | +38.4% | -61.8% | -29.3% |
| YTD | -30.7% | +62.5% | -93.1% | -37.8% |
| 1Y | -37.6% | +101.4% | -139.0% | -46.7% |
| 3Y | -17.5% | +40.4% | -58.0% | -30.8% |
| All | -20.9% | -17.0% | -3.9% | -34.1% |
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