-22.5%
PDD vs O
+37.3%
-59.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | +5.6% | +3.7% | +1.9% | +5.6% |
| 30D | +5.8% | +11.2% | -5.4% | +5.7% |
| 3M | -8.6% | -4.0% | -4.6% | -8.7% |
| 6M | -18.8% | -5.2% | -13.6% | -18.9% |
| YTD | -26.8% | +9.5% | -36.3% | -26.7% |
| 1Y | -39.3% | +10.6% | -49.9% | -39.2% |
| 3Y | -22.5% | +38.1% | -60.6% | -20.2% |
| All | -22.5% | +37.3% | -59.8% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling