-16.4%
PDD vs OMC
+12.9%
-29.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.9% |
| 7D | -4.1% | -5.8% | +1.6% | -3.7% |
| 30D | -13.1% | -4.8% | -8.3% | -12.8% |
| 3M | -3.5% | +9.2% | -12.7% | -4.3% |
| 6M | -21.8% | -2.5% | -19.3% | -22.0% |
| YTD | -29.7% | +2.6% | -32.2% | -30.1% |
| 1Y | -36.2% | +5.9% | -42.2% | -36.8% |
| 3Y | -16.4% | +14.2% | -30.5% | -24.0% |
| All | -16.4% | +12.9% | -29.2% | -24.0% |
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