+191.4%
PDD vs EQNR
+191.6%
-0.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -5.4% | +6.4% | -11.8% | -6.8% |
| 30D | -12.6% | +10.4% | -23.0% | -14.7% |
| 3M | -4.3% | +23.1% | -27.4% | -9.4% |
| 6M | -24.4% | +36.3% | -60.7% | -31.2% |
| YTD | -31.4% | +96.0% | -127.3% | -43.7% |
| 1Y | -38.1% | +94.2% | -132.3% | -49.2% |
| 3Y | -20.1% | +75.3% | -95.4% | -34.0% |
| 5Y | -25.0% | +187.2% | -212.2% | -47.2% |
| All | +191.4% | +191.6% | -0.2% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling