-24.6%
PDD vs OKE
+140.8%
-165.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -15.5% | +6.1% | -21.5% | -17.0% |
| 3M | -4.1% | +10.4% | -14.5% | -7.2% |
| 6M | -23.4% | +14.2% | -37.6% | -27.3% |
| YTD | -30.7% | +35.3% | -66.0% | -38.4% |
| 1Y | -37.6% | +40.6% | -78.3% | -45.5% |
| 3Y | -17.5% | +72.2% | -89.8% | -39.8% |
| 5Y | -24.6% | +139.6% | -164.2% | -54.7% |
| All | -24.6% | +140.8% | -165.4% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling