+195.8%
PDD vs OKE
+114.3%
+81.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -4.9% | +5.4% | -10.2% | -5.7% |
| 30D | -3.0% | -1.3% | -1.7% | -3.0% |
| 3M | -6.2% | -2.0% | -4.1% | -6.1% |
| 6M | -20.7% | +3.4% | -24.1% | -21.6% |
| YTD | -30.4% | +28.2% | -58.5% | -34.2% |
| 1Y | -41.3% | +35.7% | -76.9% | -45.2% |
| 3Y | -27.7% | +61.0% | -88.7% | -35.6% |
| 5Y | -16.9% | +85.8% | -102.7% | -28.1% |
| All | +195.8% | +114.3% | +81.5% | +156.6% |
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