+138.2%
PDD vs OTIS
+118.0%
+20.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -1.4% | +0.5% | -2.0% | -1.6% |
| 30D | -1.0% | +19.4% | -20.5% | -7.7% |
| 3M | -12.3% | +7.1% | -19.4% | -14.7% |
| 6M | -18.5% | +6.6% | -25.1% | -20.8% |
| YTD | -29.0% | -8.3% | -20.7% | -27.1% |
| 1Y | -40.7% | -11.6% | -29.1% | -38.3% |
| 3Y | -25.7% | +3.1% | -28.8% | -28.0% |
| 5Y | -3.3% | +2.5% | -5.7% | -8.0% |
| All | +138.2% | +118.0% | +20.1% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling