+207.9%
PDD vs OMC
+62.0%
+146.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.2% |
| 7D | -4.1% | -6.4% | +2.4% | -2.9% |
| 30D | -9.6% | +1.1% | -10.7% | -9.9% |
| 3M | -4.3% | +10.4% | -14.7% | -6.4% |
| 6M | -18.8% | -1.7% | -17.1% | -18.9% |
| YTD | -27.5% | +4.4% | -31.9% | -28.7% |
| 1Y | -33.6% | +8.4% | -42.1% | -35.5% |
| 3Y | -20.4% | +14.4% | -34.8% | -25.5% |
| 5Y | -19.6% | +33.9% | -53.5% | -26.9% |
| All | +207.9% | +62.0% | +146.0% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling