-22.5%
PDD vs OMC
+23.9%
-46.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +5.6% | +6.3% | -0.7% | +5.1% |
| 30D | +5.8% | +15.4% | -9.6% | +4.6% |
| 3M | -8.6% | +5.8% | -14.4% | -9.1% |
| 6M | -18.8% | +14.7% | -33.5% | -19.9% |
| YTD | -26.8% | +10.3% | -37.1% | -27.6% |
| 1Y | -39.3% | +23.2% | -62.5% | -40.5% |
| 3Y | -22.5% | +24.6% | -47.1% | -32.2% |
| All | -22.5% | +23.9% | -46.4% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling