+192.7%
ON vs PDD
+203.8%
-11.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.0% | +12.2% | +9.8% |
| 7D | -1.4% | -1.4% | 0.0% | -1.3% |
| 30D | -10.9% | -1.0% | -9.8% | -10.9% |
| 3M | -14.9% | -12.3% | -2.6% | -12.9% |
| 6M | -33.0% | -18.5% | -14.5% | -30.8% |
| YTD | +27.6% | -29.0% | +56.6% | +35.8% |
| 1Y | +44.5% | -40.7% | +85.2% | +59.7% |
| 3Y | +7.4% | -25.7% | +33.1% | +7.9% |
| 5Y | +18.7% | -3.3% | +22.0% | +1.4% |
| All | +192.7% | +203.8% | -11.1% | +59.3% |
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