+215.0%
ON vs PDD
+210.2%
+4.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +2.4% | -4.1% | +6.5% | +3.3% |
| 30D | -3.3% | -9.6% | +6.3% | -1.3% |
| 3M | -43.6% | -4.3% | -39.3% | -43.4% |
| 6M | +19.0% | -18.8% | +37.7% | +23.5% |
| YTD | +37.4% | -27.5% | +64.9% | +46.1% |
| 1Y | +54.8% | -33.6% | +88.4% | +67.8% |
| 3Y | -25.2% | -20.4% | -4.8% | -25.5% |
| 5Y | +62.7% | -19.6% | +82.3% | +44.9% |
| All | +215.0% | +210.2% | +4.8% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling