+201.5%
PDD vs O
+64.7%
+136.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -1.4% | +3.3% | -4.8% | -2.0% |
| 30D | -1.0% | +10.3% | -11.4% | -2.7% |
| 3M | -12.3% | -3.5% | -8.8% | -11.8% |
| 6M | -18.5% | -1.3% | -17.2% | -18.4% |
| YTD | -29.0% | +10.3% | -39.3% | -30.4% |
| 1Y | -40.7% | +10.4% | -51.1% | -41.9% |
| 3Y | -25.7% | +40.0% | -65.7% | -31.3% |
| 5Y | -3.3% | +12.4% | -15.6% | -6.8% |
| All | +201.5% | +64.7% | +136.8% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling