+207.9%
PDD vs O
+67.9%
+140.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -4.1% | -0.7% | -3.3% | -3.9% |
| 30D | -9.6% | -1.9% | -7.7% | -9.3% |
| 3M | -4.3% | +3.8% | -8.1% | -5.0% |
| 6M | -18.8% | -4.7% | -14.0% | -18.2% |
| YTD | -27.5% | +12.5% | -40.0% | -29.2% |
| 1Y | -33.6% | +10.8% | -44.5% | -35.0% |
| 3Y | -20.4% | +28.8% | -49.2% | -25.1% |
| 5Y | -19.6% | +13.2% | -32.8% | -22.6% |
| All | +207.9% | +67.9% | +140.0% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling