+52.0%
ON vs PDD
-42.5%
+94.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.8% |
| 7D | +3.3% | -3.8% | +7.2% | +3.7% |
| 30D | -3.1% | -2.4% | -0.8% | -3.1% |
| 3M | -9.2% | -12.7% | +3.5% | -6.8% |
| 6M | -31.4% | -20.0% | -11.3% | -24.4% |
| YTD | +36.0% | -30.3% | +66.3% | +57.2% |
| 1Y | +52.0% | -42.4% | +94.4% | +89.8% |
| All | +52.0% | -42.5% | +94.6% | +89.8% |
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