-18.7%
PDD vs OUST
+554.0%
-572.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | -4.1% | +5.2% | -9.3% | -4.3% |
| 30D | -9.6% | -19.3% | +9.7% | -8.8% |
| 3M | -4.3% | -22.6% | +18.4% | -4.1% |
| 6M | -18.8% | +62.8% | -81.5% | -22.8% |
| YTD | -27.5% | +68.3% | -95.8% | -31.4% |
| 1Y | -33.6% | +28.5% | -62.2% | -36.8% |
| All | -18.7% | +554.0% | -572.7% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling