-38.4%
PDD vs OUST
-1.5%
-36.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.0% | +11.2% | +2.5% |
| 7D | +5.9% | -5.0% | +10.9% | +6.0% |
| 30D | +7.1% | -32.0% | +39.1% | +8.6% |
| 3M | -7.7% | -32.4% | +24.7% | -6.5% |
| 6M | -13.2% | +6.7% | -19.9% | -17.9% |
| YTD | -26.0% | +41.0% | -67.0% | -33.3% |
| 1Y | -38.4% | +18.0% | -56.4% | -44.4% |
| All | -38.4% | -1.5% | -36.9% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling