-38.1%
PDD vs EQNR
+93.1%
-131.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | -0.1% |
| 7D | -5.4% | +6.4% | -11.8% | -4.9% |
| 30D | -12.6% | +10.4% | -23.0% | -11.9% |
| 3M | -4.3% | +23.1% | -27.4% | -2.4% |
| 6M | -24.4% | +36.3% | -60.7% | -24.3% |
| YTD | -31.4% | +96.0% | -127.3% | -33.7% |
| 1Y | -38.1% | +94.2% | -132.3% | -39.9% |
| All | -38.1% | +93.1% | -131.2% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling