+3.3%
ON vs PDD
-26.6%
+29.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -4.1% | -1.0% | -3.2% | -4.1% |
| 30D | -10.2% | -2.4% | -7.8% | -10.0% |
| 3M | -12.7% | -14.6% | +1.9% | -10.4% |
| 6M | -32.5% | -19.6% | -12.9% | -29.9% |
| YTD | +28.6% | -30.0% | +58.5% | +37.2% |
| 1Y | +43.4% | -42.5% | +85.9% | +59.0% |
| 3Y | +3.3% | -27.2% | +30.5% | +7.0% |
| All | +3.3% | -26.6% | +29.9% | +7.0% |
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