-25.3%
PDD vs NYT
+38.8%
-64.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -5.4% | -0.6% | -4.8% | -5.1% |
| 30D | -12.6% | +4.6% | -17.2% | -14.3% |
| 3M | -4.3% | -9.6% | +5.3% | -0.9% |
| 6M | -24.4% | -14.0% | -10.4% | -20.4% |
| YTD | -31.4% | -2.8% | -28.5% | -32.0% |
| 1Y | -38.1% | +15.6% | -53.7% | -43.8% |
| 3Y | -20.1% | +56.3% | -76.4% | -41.9% |
| All | -25.3% | +38.8% | -64.1% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling