+201.5%
PDD vs NWSA
+91.7%
+109.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.3% |
| 7D | -1.4% | -10.5% | +9.1% | +2.6% |
| 30D | -1.0% | -8.8% | +7.7% | +2.1% |
| 3M | -12.3% | -6.5% | -5.7% | -10.6% |
| 6M | -18.5% | -1.3% | -17.2% | -19.2% |
| YTD | -29.0% | +2.5% | -31.5% | -31.2% |
| 1Y | -40.7% | +0.2% | -40.9% | -42.0% |
| 3Y | -25.7% | +27.6% | -53.3% | -36.8% |
| 5Y | -3.3% | +17.0% | -20.3% | -16.5% |
| All | +201.5% | +91.7% | +109.8% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling