-18.0%
OXY vs PDD
+199.6%
-217.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.1% |
| 7D | -5.8% | -1.0% | -4.9% | -5.8% |
| 30D | -5.3% | -2.4% | -2.9% | -5.2% |
| 3M | -2.5% | -14.6% | +12.1% | -1.5% |
| 6M | +8.3% | -19.6% | +27.9% | +9.8% |
| YTD | +40.3% | -30.0% | +70.3% | +43.5% |
| 1Y | +38.8% | -42.5% | +81.4% | +44.2% |
| 3Y | -1.4% | -27.2% | +25.8% | -1.4% |
| 5Y | +92.2% | -8.2% | +100.4% | +83.8% |
| All | -18.0% | +199.6% | -217.6% | -31.3% |
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