-18.8%
PDD vs OMC
+0.1%
-18.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.1% |
| 7D | -4.1% | -6.4% | +2.4% | -3.1% |
| 30D | -9.6% | +1.1% | -10.7% | -10.2% |
| 3M | -4.3% | +10.4% | -14.7% | -7.7% |
| 6M | -18.8% | -1.7% | -17.1% | -18.4% |
| All | -18.8% | +0.1% | -18.8% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling