+176.7%
ORCL vs PDD
+203.8%
-27.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.2% | +3.4% |
| 7D | +0.5% | -1.4% | +1.9% | +0.5% |
| 30D | -15.3% | -1.0% | -14.2% | -15.3% |
| 3M | -18.2% | -12.3% | -5.9% | -17.6% |
| 6M | -38.4% | -18.5% | -19.9% | -37.7% |
| YTD | -37.7% | -29.0% | -8.7% | -36.5% |
| 1Y | -49.3% | -40.7% | -8.6% | -47.7% |
| 3Y | +10.6% | -25.7% | +36.3% | +11.0% |
| 5Y | +35.5% | -3.3% | +38.8% | +29.7% |
| All | +176.7% | +203.8% | -27.0% | +126.5% |
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