+195.8%
PDD vs OMC
+74.2%
+121.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.6% |
| 7D | -4.9% | +1.9% | -6.8% | -5.2% |
| 30D | -3.0% | +12.2% | -15.2% | -5.1% |
| 3M | -6.2% | +0.6% | -6.8% | -6.4% |
| 6M | -20.7% | +21.0% | -41.7% | -23.8% |
| YTD | -30.4% | +12.4% | -42.7% | -32.5% |
| 1Y | -41.3% | +25.4% | -66.7% | -44.5% |
| 3Y | -27.7% | +29.2% | -56.9% | -34.1% |
| 5Y | -16.9% | +52.6% | -69.5% | -25.9% |
| All | +195.8% | +74.2% | +121.5% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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