-25.0%
PDD vs OSCR
+89.4%
-114.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.3% |
| 7D | -4.6% | +1.1% | -5.7% | -4.8% |
| 30D | -14.0% | +16.5% | -30.5% | -15.8% |
| 3M | -4.9% | +17.0% | -21.8% | -7.3% |
| 6M | -25.8% | +145.0% | -170.7% | -35.0% |
| YTD | -31.4% | +126.7% | -158.1% | -39.5% |
| 1Y | -37.6% | +67.2% | -104.8% | -43.5% |
| 3Y | -18.4% | +405.1% | -423.5% | -46.1% |
| 5Y | -25.0% | +86.2% | -111.1% | -55.2% |
| All | -25.0% | +89.4% | -114.4% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling