+198.7%
PDD vs NWSA
+114.4%
+84.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.2% |
| 7D | -4.1% | -2.6% | -1.5% | -3.0% |
| 30D | -13.1% | +4.6% | -17.6% | -14.9% |
| 3M | -3.5% | +10.2% | -13.7% | -7.9% |
| 6M | -21.8% | +21.6% | -43.4% | -28.7% |
| YTD | -29.7% | +14.6% | -44.3% | -34.5% |
| 1Y | -36.2% | +0.4% | -36.6% | -37.2% |
| 3Y | -16.4% | +45.0% | -61.3% | -32.3% |
| 5Y | -23.8% | +41.3% | -65.1% | -38.3% |
| All | +198.7% | +114.4% | +84.3% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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