-4.4%
ON vs PDD
-23.2%
+18.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -11.7% | +5.6% | -17.3% | -12.7% |
| 30D | -23.3% | +5.8% | -29.0% | -24.2% |
| 3M | -19.2% | -8.6% | -10.6% | -18.0% |
| 6M | -40.1% | -18.8% | -21.3% | -37.8% |
| YTD | +16.9% | -26.8% | +43.7% | +24.0% |
| 1Y | +29.7% | -39.3% | +69.0% | +42.6% |
| 3Y | -4.4% | -22.5% | +18.1% | -2.8% |
| All | -4.4% | -23.2% | +18.8% | -2.8% |
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 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