-42.5%
PDD vs OTIS
-12.0%
-30.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -1.0% | +1.7% | -2.7% | -1.4% |
| 30D | -2.4% | +18.5% | -20.9% | -6.2% |
| 3M | -14.6% | +7.9% | -22.5% | -16.5% |
| 6M | -19.6% | +5.7% | -25.3% | -20.9% |
| YTD | -30.0% | -9.1% | -20.9% | -30.1% |
| 1Y | -42.5% | -11.6% | -30.9% | -42.3% |
| All | -42.5% | -12.0% | -30.5% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling