-18.7%
PDD vs O
+28.8%
-47.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -4.1% | -0.7% | -3.3% | -4.0% |
| 30D | -9.6% | -1.9% | -7.7% | -9.6% |
| 3M | -4.3% | +3.8% | -8.1% | -4.4% |
| 6M | -18.8% | -4.7% | -14.0% | -18.7% |
| YTD | -27.5% | +12.5% | -40.0% | -27.7% |
| 1Y | -33.6% | +10.8% | -44.5% | -33.7% |
| All | -18.7% | +28.8% | -47.5% | -21.3% |
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