-23.7%
PDD vs OVV
+160.2%
-183.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.1% |
| 7D | -4.1% | +0.3% | -4.3% | -4.2% |
| 30D | -9.6% | +11.7% | -21.3% | -12.2% |
| 3M | -4.3% | +9.8% | -14.1% | -7.0% |
| 6M | -18.8% | +26.6% | -45.3% | -24.7% |
| YTD | -27.5% | +67.0% | -94.5% | -38.2% |
| 1Y | -33.6% | +55.9% | -89.6% | -42.6% |
| 3Y | -20.4% | +45.5% | -65.9% | -32.7% |
| All | -23.7% | +160.2% | -183.9% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 5y: compounded portfolio wealth divided by compounded OVV 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…
5y analysis · Full analysis span regression · 6 months rolling