-23.7%
PDD vs OWL
-0.3%
-23.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -4.1% | -2.2% | -1.8% | -3.4% |
| 30D | -9.6% | +3.7% | -13.3% | -11.3% |
| 3M | -4.3% | +17.5% | -21.8% | -10.8% |
| 6M | -18.8% | +18.5% | -37.3% | -25.5% |
| YTD | -27.5% | -16.3% | -11.2% | -24.2% |
| 1Y | -33.6% | -29.7% | -3.9% | -26.5% |
| 3Y | -20.4% | +14.2% | -34.6% | -41.1% |
| All | -23.7% | -0.3% | -23.4% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling