-20.8%
PDD vs ONON
-24.2%
+3.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.9% |
| 7D | -4.4% | -3.5% | -1.0% | -3.4% |
| 30D | -15.5% | -30.8% | +15.3% | -6.0% |
| 3M | -4.1% | -29.8% | +25.8% | +5.8% |
| 6M | -23.4% | -34.8% | +11.4% | -14.4% |
| YTD | -30.7% | -42.3% | +11.6% | -19.6% |
| 1Y | -37.6% | -39.5% | +1.9% | -29.6% |
| 3Y | -17.5% | -9.3% | -8.3% | -30.0% |
| All | -20.8% | -24.2% | +3.3% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling