+95.0%
PDD vs ONTO
+390.5%
-295.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.1% | -12.2% | -4.1% |
| 7D | +5.6% | -14.0% | +19.7% | +8.8% |
| 30D | +5.8% | -43.1% | +48.8% | +21.4% |
| 3M | -8.6% | -35.5% | +26.9% | -1.0% |
| 6M | -18.8% | -41.1% | +22.2% | -13.6% |
| 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% | -52.5% |
| 5Y | -0.8% | +86.7% | -87.5% | -48.9% |
| All | +95.0% | +390.5% | -295.5% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling