+132.9%
COF vs PDD
+198.0%
-65.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -3.4% | -4.9% | +1.5% | -3.0% |
| 30D | +0.4% | -3.0% | +3.4% | +0.6% |
| 3M | -12.5% | -6.2% | -6.4% | -12.1% |
| 6M | +8.3% | -20.7% | +29.0% | +10.1% |
| YTD | -18.6% | -30.4% | +11.8% | -16.4% |
| 1Y | -8.6% | -41.3% | +32.7% | -4.9% |
| 3Y | +94.7% | -27.7% | +122.4% | +95.4% |
| 5Y | +35.3% | -16.9% | +52.2% | +27.5% |
| All | +132.9% | +198.0% | -65.1% | +86.5% |
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