-23.7%
PDD vs ONTO
+243.6%
-267.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.4% | -0.9% |
| 7D | -4.1% | -1.0% | -3.0% | -3.9% |
| 30D | -9.6% | -2.9% | -6.7% | -10.1% |
| 3M | -4.3% | -2.5% | -1.8% | -8.7% |
| 6M | -18.8% | +28.2% | -47.0% | -30.2% |
| YTD | -27.5% | +69.8% | -97.3% | -43.9% |
| 1Y | -33.6% | +162.9% | -196.5% | -56.4% |
| 3Y | -20.4% | +95.9% | -116.4% | -54.3% |
| All | -23.7% | +243.6% | -267.3% | -70.3% |
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