+4.4%
PDD vs OUST
-64.1%
+68.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -2.9% |
| 7D | +5.6% | +17.0% | -11.4% | +3.0% |
| 30D | +5.8% | -16.5% | +22.3% | +7.5% |
| 3M | -8.6% | -23.7% | +15.1% | -6.7% |
| 6M | -18.8% | +18.4% | -37.2% | -25.6% |
| YTD | -26.8% | +60.8% | -87.6% | -37.0% |
| 1Y | -39.3% | +44.2% | -83.5% | -47.1% |
| 3Y | -22.5% | +668.1% | -690.6% | -59.8% |
| 5Y | -0.8% | -48.8% | +48.1% | -12.9% |
| All | +4.4% | -64.1% | +68.5% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling