+207.9%
PDD vs NWSA
+118.5%
+89.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.5% |
| 7D | -4.1% | -1.9% | -2.2% | -3.3% |
| 30D | -9.6% | +4.6% | -14.2% | -11.6% |
| 3M | -4.3% | +13.2% | -17.5% | -9.8% |
| 6M | -18.8% | +27.0% | -45.8% | -27.3% |
| YTD | -27.5% | +16.8% | -44.3% | -33.1% |
| 1Y | -33.6% | +4.5% | -38.1% | -35.9% |
| 3Y | -20.4% | +46.2% | -66.6% | -35.8% |
| 5Y | -19.6% | +40.9% | -60.5% | -35.0% |
| All | +207.9% | +118.5% | +89.4% | +103.7% |
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