-13.6%
PDD vs O
+7.0%
-20.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -4.9% | -0.4% | -4.5% | -4.8% |
| 30D | -3.0% | +7.1% | -10.2% | -4.9% |
| 3M | -6.2% | -5.2% | -0.9% | -4.8% |
| 6M | -20.7% | -1.8% | -18.9% | -20.5% |
| YTD | -30.4% | +9.1% | -39.4% | -32.6% |
| 1Y | -41.3% | +9.7% | -51.0% | -43.3% |
| 3Y | -27.7% | +39.1% | -66.8% | -39.6% |
| All | -13.6% | +7.0% | -20.6% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling