+265.4%
ORCL vs PDD
+210.2%
+55.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | +5.3% | -4.1% | +9.3% | +5.6% |
| 30D | +10.0% | -9.6% | +19.6% | +10.7% |
| 3M | -32.6% | -4.3% | -28.3% | -32.4% |
| 6M | +4.9% | -18.8% | +23.7% | +6.2% |
| YTD | -17.8% | -27.5% | +9.7% | -16.2% |
| 1Y | -28.0% | -33.6% | +5.6% | -26.2% |
| 3Y | +36.0% | -20.4% | +56.4% | +35.9% |
| 5Y | +88.7% | -19.6% | +108.3% | +82.2% |
| All | +265.4% | +210.2% | +55.2% | +198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling