-20.1%
PDD vs EQNR
+72.8%
-92.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -5.4% | +6.4% | -11.8% | -5.8% |
| 30D | -12.6% | +10.4% | -23.0% | -13.2% |
| 3M | -4.3% | +23.1% | -27.4% | -5.8% |
| 6M | -24.4% | +36.3% | -60.7% | -27.6% |
| YTD | -31.4% | +96.0% | -127.3% | -38.6% |
| 1Y | -38.1% | +94.2% | -132.3% | -44.6% |
| 3Y | -20.1% | +75.3% | -95.4% | -30.6% |
| All | -20.1% | +72.8% | -92.9% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling