-53.9%
PDD vs OSCR
-9.0%
-44.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -5.4% | +1.6% | -7.0% | -5.6% |
| 30D | -12.6% | +10.7% | -23.3% | -13.9% |
| 3M | -4.3% | +13.4% | -17.6% | -6.3% |
| 6M | -24.4% | +144.6% | -169.0% | -33.7% |
| YTD | -31.4% | +128.0% | -159.4% | -39.5% |
| 1Y | -38.1% | +68.7% | -106.8% | -44.0% |
| 3Y | -20.1% | +398.8% | -418.9% | -46.2% |
| 5Y | -25.0% | +87.3% | -112.3% | -50.2% |
| All | -53.9% | -9.0% | -44.9% | -61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling