-20.1%
PDD vs NVTS
-32.9%
+12.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | -1.0% | +9.6% | -10.5% | -2.1% |
| 30D | -2.4% | -13.0% | +10.6% | -1.8% |
| 3M | -14.6% | -28.8% | +14.2% | -12.8% |
| 6M | -19.6% | -48.5% | +28.8% | -17.4% |
| YTD | -30.0% | +31.4% | -61.3% | -36.5% |
| 1Y | -42.5% | -2.3% | -40.2% | -46.4% |
| 3Y | -27.2% | +49.8% | -77.0% | -43.1% |
| 5Y | -8.2% | -43.2% | +35.0% | -16.2% |
| All | -20.1% | -32.9% | +12.8% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling