+5.5%
PDD vs OUST
-68.5%
+74.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.0% | +11.2% | +3.4% |
| 7D | +5.9% | -5.0% | +10.9% | +6.3% |
| 30D | +7.1% | -32.0% | +39.1% | +11.9% |
| 3M | -7.7% | -32.4% | +24.7% | -4.2% |
| 6M | -13.2% | +6.7% | -19.9% | -19.3% |
| YTD | -26.0% | +41.0% | -67.0% | -35.1% |
| 1Y | -38.4% | +18.0% | -56.4% | -44.8% |
| 3Y | -21.1% | +560.6% | -581.7% | -58.1% |
| 5Y | +0.3% | -55.1% | +55.5% | -10.3% |
| All | +5.5% | -68.5% | +74.1% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling