+43.4%
ON vs PDD
-42.4%
+85.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -4.1% | -1.0% | -3.2% | -4.2% |
| 30D | -10.2% | -2.4% | -7.8% | -10.1% |
| 3M | -12.7% | -14.6% | +1.9% | -9.9% |
| 6M | -32.5% | -19.6% | -12.9% | -25.8% |
| YTD | +28.6% | -30.0% | +58.5% | +48.6% |
| 1Y | +43.4% | -42.5% | +85.9% | +79.3% |
| All | +43.4% | -42.4% | +85.8% | +79.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling