-51.3%
PDD vs OSCR
-10.4%
-40.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | +5.8% | -9.9% | -4.8% |
| 30D | -9.6% | +7.1% | -16.7% | -10.6% |
| 3M | -4.3% | +36.7% | -40.9% | -8.6% |
| 6M | -18.8% | +114.3% | -133.0% | -27.5% |
| YTD | -27.5% | +124.4% | -151.9% | -35.9% |
| 1Y | -33.6% | +75.5% | -109.1% | -40.3% |
| 3Y | -20.4% | +390.1% | -410.5% | -46.2% |
| 5Y | -19.6% | +77.1% | -96.7% | -46.3% |
| All | -51.3% | -10.4% | -40.9% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling