+198.7%
PDD vs NYT
+196.8%
+1.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.4% |
| 7D | -4.1% | +0.3% | -4.5% | -4.3% |
| 30D | -13.1% | +7.0% | -20.0% | -15.6% |
| 3M | -3.5% | -7.9% | +4.4% | -0.8% |
| 6M | -21.8% | -15.0% | -6.8% | -17.1% |
| YTD | -29.7% | -1.3% | -28.4% | -30.6% |
| 1Y | -36.2% | +16.9% | -53.1% | -41.9% |
| 3Y | -16.4% | +58.9% | -75.3% | -37.0% |
| 5Y | -23.8% | +40.9% | -64.7% | -41.4% |
| All | +198.7% | +196.8% | +1.9% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling