-52.7%
PDD vs OSCR
-8.3%
-44.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.3% | -3.3% |
| 7D | -4.1% | +10.7% | -14.8% | -5.4% |
| 30D | -13.1% | +18.3% | -31.4% | -15.1% |
| 3M | -3.5% | +20.5% | -24.0% | -6.2% |
| 6M | -21.8% | +138.5% | -160.3% | -31.1% |
| YTD | -29.7% | +129.7% | -159.4% | -38.0% |
| 1Y | -36.2% | +62.8% | -99.0% | -42.0% |
| 3Y | -16.4% | +411.8% | -428.1% | -43.9% |
| 5Y | -23.8% | +99.9% | -123.8% | -49.8% |
| All | -52.7% | -8.3% | -44.4% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded OSCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling