-44.7%
PDD vs OWL
+27.7%
-72.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.4% |
| 7D | -4.4% | -6.4% | +2.0% | -2.5% |
| 30D | -15.5% | -5.0% | -10.5% | -14.6% |
| 3M | -4.1% | +15.4% | -19.5% | -9.4% |
| 6M | -23.4% | +15.5% | -38.9% | -28.5% |
| YTD | -30.7% | -22.7% | -8.0% | -26.3% |
| 1Y | -37.6% | -34.1% | -3.6% | -30.7% |
| 3Y | -17.5% | +5.1% | -22.6% | -31.5% |
| 5Y | -24.6% | -11.5% | -13.2% | -37.5% |
| All | -44.7% | +27.7% | -72.4% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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