-38.6%
PDD vs NYT
+16.5%
-55.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.6% |
| 7D | +6.0% | -3.9% | +9.9% | +6.8% |
| 30D | +5.5% | +4.3% | +1.2% | +4.7% |
| 3M | -9.8% | -11.7% | +2.0% | -8.3% |
| 6M | -16.0% | -14.4% | -1.6% | -15.2% |
| YTD | -27.6% | -3.0% | -24.5% | -25.5% |
| 1Y | -38.6% | +16.5% | -55.2% | -37.5% |
| All | -38.6% | +16.5% | -55.1% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling