+193.6%
ORCL vs PDD
+192.6%
+1.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | +10.4% | -7.6% | +18.0% | +10.9% |
| 30D | -11.2% | -5.4% | -5.8% | -11.0% |
| 3M | -16.8% | -12.9% | -3.8% | -16.1% |
| 6M | -31.5% | -19.0% | -12.5% | -30.6% |
| YTD | -33.9% | -31.6% | -2.3% | -32.4% |
| 1Y | -43.3% | -43.0% | -0.2% | -41.3% |
| 3Y | +16.5% | -28.9% | +45.4% | +17.2% |
| 5Y | +45.4% | -18.4% | +63.8% | +40.5% |
| All | +193.6% | +192.6% | +1.1% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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