+211.8%
ON vs PDD
+198.2%
+13.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.9% |
| 7D | +3.3% | -3.8% | +7.2% | +4.0% |
| 30D | -3.1% | -2.4% | -0.8% | -2.9% |
| 3M | -9.2% | -12.7% | +3.5% | -7.0% |
| 6M | -31.4% | -20.0% | -11.3% | -28.8% |
| YTD | +36.0% | -30.3% | +66.3% | +45.3% |
| 1Y | +52.0% | -42.4% | +94.4% | +69.1% |
| 3Y | +9.3% | -27.5% | +36.8% | +10.3% |
| 5Y | +26.5% | -14.9% | +41.4% | +11.2% |
| All | +211.8% | +198.2% | +13.7% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling