+3.4%
PDD vs OUST
-62.4%
+65.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | -4.1% | +5.2% | -9.3% | -4.8% |
| 30D | -9.6% | -19.3% | +9.7% | -7.3% |
| 3M | -4.3% | -22.6% | +18.4% | -4.1% |
| 6M | -18.8% | +62.8% | -81.5% | -28.7% |
| YTD | -27.5% | +68.3% | -95.8% | -37.2% |
| 1Y | -33.6% | +28.5% | -62.2% | -41.5% |
| 3Y | -20.4% | +554.0% | -574.4% | -56.7% |
| 5Y | -19.6% | -56.2% | +36.6% | -26.6% |
| All | +3.4% | -62.4% | +65.8% | +16.5% |
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