-0.3%
PDD vs ONTO
+84.2%
-84.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.1% | -12.2% | -3.7% |
| 7D | +5.6% | -14.0% | +19.7% | +8.5% |
| 30D | +5.8% | -43.1% | +48.8% | +19.8% |
| 3M | -8.6% | -35.5% | +26.9% | -1.8% |
| 6M | -18.8% | -41.1% | +22.2% | -14.2% |
| YTD | -26.8% | +9.8% | -36.5% | -38.4% |
| 1Y | -39.3% | +31.5% | -70.8% | -52.2% |
| 3Y | -22.5% | +45.2% | -67.7% | -55.9% |
| All | -0.3% | +84.2% | -84.5% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 5y: compounded portfolio wealth divided by compounded ONTO 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…
5y analysis · Full analysis span regression · 6 months rolling