+133.8%
COF vs PDD
+199.6%
-65.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -6.2% | -1.0% | -5.2% | -6.1% |
| 30D | -1.7% | -2.4% | +0.7% | -1.5% |
| 3M | -10.2% | -14.6% | +4.4% | -9.2% |
| 6M | +4.2% | -19.6% | +23.8% | +5.8% |
| YTD | -18.2% | -30.0% | +11.7% | -16.1% |
| 1Y | -9.7% | -42.5% | +32.8% | -5.9% |
| 3Y | +95.0% | -27.2% | +122.2% | +95.6% |
| 5Y | +36.8% | -8.2% | +45.1% | +28.2% |
| All | +133.8% | +199.6% | -65.8% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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