-12.4%
PDD vs NXT
+178.8%
-191.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -4.1% | -1.1% | -3.0% | -3.9% |
| 30D | -9.6% | -15.3% | +5.7% | -7.7% |
| 3M | -4.3% | -43.8% | +39.5% | +2.9% |
| 6M | -18.8% | -18.7% | -0.1% | -18.3% |
| YTD | -27.5% | -3.0% | -24.5% | -29.4% |
| 1Y | -33.6% | +22.7% | -56.4% | -38.4% |
| 3Y | -20.4% | +95.9% | -116.3% | -35.4% |
| All | -12.4% | +178.8% | -191.2% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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