+191.5%
PDD vs OKE
+126.0%
+65.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -4.6% | 0.0% | -4.6% | -4.7% |
| 30D | -14.0% | +4.6% | -18.6% | -14.7% |
| 3M | -4.9% | +6.9% | -11.8% | -6.2% |
| 6M | -25.8% | +15.8% | -41.5% | -28.1% |
| YTD | -31.4% | +35.2% | -66.5% | -35.6% |
| 1Y | -37.6% | +37.6% | -75.1% | -41.7% |
| 3Y | -18.4% | +72.0% | -90.4% | -28.1% |
| 5Y | -25.0% | +139.0% | -163.9% | -37.2% |
| All | +191.5% | +126.0% | +65.5% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 10y: compounded portfolio wealth divided by compounded OKE 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…
10y analysis · Full analysis span regression · 6 months rolling