+143.2%
PDD vs OTIS
+97.1%
+46.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.1% | -0.7% | -3.3% | -3.8% |
| 30D | -9.6% | -2.0% | -7.6% | -8.9% |
| 3M | -4.3% | +2.6% | -6.8% | -5.5% |
| 6M | -18.8% | -20.9% | +2.2% | -11.3% |
| YTD | -27.5% | -17.1% | -10.4% | -22.5% |
| 1Y | -33.6% | -15.9% | -17.7% | -29.6% |
| 3Y | -20.4% | -12.7% | -7.7% | -17.6% |
| 5Y | -19.6% | -15.7% | -3.9% | -20.2% |
| All | +143.2% | +97.1% | +46.1% | +138.3% |
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 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