-25.1%
ON vs PDD
-17.2%
-7.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +2.4% | -4.1% | +6.5% | +3.4% |
| 30D | -3.3% | -9.6% | +6.3% | -1.2% |
| 3M | -43.6% | -4.3% | -39.3% | -43.2% |
| 6M | +19.0% | -18.8% | +37.7% | +24.3% |
| YTD | +37.4% | -27.5% | +64.9% | +47.3% |
| 1Y | +54.8% | -33.6% | +88.4% | +69.4% |
| All | -25.1% | -17.2% | -7.9% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling