-22.5%
PDD vs OWL
-13.7%
-8.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +5.6% | -4.9% | +10.6% | +6.2% |
| 30D | +5.8% | +7.8% | -2.0% | +4.7% |
| 3M | -8.6% | -12.7% | +4.1% | -7.5% |
| 6M | -18.8% | -2.8% | -16.0% | -19.2% |
| YTD | -26.8% | -30.1% | +3.3% | -24.0% |
| 1Y | -39.3% | -29.1% | -10.2% | -37.2% |
| 3Y | -22.5% | -12.3% | -10.2% | -24.4% |
| All | -22.5% | -13.7% | -8.8% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling