+201.5%
PDD vs OMC
+75.3%
+126.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.5% |
| 7D | -1.4% | +5.4% | -6.8% | -2.4% |
| 30D | -1.0% | +15.7% | -16.8% | -3.7% |
| 3M | -12.3% | +4.9% | -17.2% | -13.2% |
| 6M | -18.5% | +17.3% | -35.8% | -21.3% |
| YTD | -29.0% | +13.0% | -42.0% | -31.3% |
| 1Y | -40.7% | +24.1% | -64.8% | -43.8% |
| 3Y | -25.7% | +31.2% | -56.9% | -32.5% |
| 5Y | -3.3% | +53.4% | -56.7% | -13.9% |
| All | +201.5% | +75.3% | +126.2% | +170.5% |
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