-23.8%
PDD vs OTIS
-14.6%
-9.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.0% |
| 7D | -4.1% | -0.8% | -3.3% | -3.7% |
| 30D | -13.1% | -4.7% | -8.4% | -10.5% |
| 3M | -3.5% | +1.2% | -4.7% | -4.8% |
| 6M | -21.8% | -20.5% | -1.3% | -10.2% |
| YTD | -29.7% | -18.4% | -11.2% | -21.0% |
| 1Y | -36.2% | -18.1% | -18.1% | -28.8% |
| 3Y | -16.4% | -10.6% | -5.8% | -18.0% |
| 5Y | -23.8% | -16.1% | -7.8% | -25.6% |
| All | -23.8% | -14.6% | -9.3% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling