+147.3%
COF vs PDD
+193.7%
-46.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -6.1% | -4.6% | -1.4% | -5.7% |
| 30D | -5.2% | -14.0% | +8.8% | -4.0% |
| 3M | +17.0% | -4.9% | +21.9% | +17.4% |
| 6M | +12.9% | -25.8% | +38.7% | +15.4% |
| YTD | -13.5% | -31.4% | +17.8% | -11.1% |
| 1Y | -5.9% | -37.6% | +31.7% | -2.5% |
| 3Y | +117.1% | -18.4% | +135.5% | +115.7% |
| 5Y | +45.4% | -25.0% | +70.4% | +37.8% |
| All | +147.3% | +193.7% | -46.5% | +98.4% |
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