+51.1%
COF vs PDD
-25.6%
+76.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.3% |
| 7D | +1.2% | -4.1% | +5.4% | +1.7% |
| 30D | -1.4% | -13.1% | +11.7% | 0.0% |
| 3M | +19.0% | -3.5% | +22.5% | +19.3% |
| 6M | +14.9% | -21.8% | +36.7% | +17.4% |
| YTD | -10.7% | -29.7% | +19.0% | -7.7% |
| 1Y | -1.3% | -36.2% | +34.9% | +2.9% |
| 3Y | +124.3% | -16.4% | +140.7% | +121.3% |
| 5Y | +51.1% | -23.8% | +75.0% | +52.6% |
| All | +51.1% | -25.6% | +76.7% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling