+9.3%
ORCL vs PDD
-22.3%
+31.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.2% | -9.1% | -7.2% |
| 7D | -17.5% | +5.9% | -23.4% | -18.1% |
| 30D | -20.2% | +7.1% | -27.2% | -20.9% |
| 3M | -19.9% | -7.7% | -12.3% | -19.2% |
| 6M | -37.4% | -13.2% | -24.2% | -36.6% |
| YTD | -40.1% | -26.0% | -14.2% | -38.3% |
| 1Y | -53.4% | -38.4% | -15.0% | -51.2% |
| All | +9.3% | -22.3% | +31.7% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling