-20.0%
PDD vs ONON
-2.0%
-18.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.5% | +6.2% | +1.0% |
| 7D | -1.0% | -4.9% | +4.0% | +0.5% |
| 30D | -2.4% | -1.1% | -1.3% | -2.3% |
| 3M | -14.6% | -10.5% | -4.1% | -12.8% |
| 6M | -19.6% | -1.5% | -18.1% | -20.9% |
| YTD | -30.0% | -25.3% | -4.6% | -25.3% |
| 1Y | -42.5% | -0.7% | -41.8% | -44.8% |
| 3Y | -27.2% | +29.0% | -56.2% | -45.2% |
| 5Y | -8.2% | -6.7% | -1.5% | -32.2% |
| All | -20.0% | -2.0% | -18.1% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling