+162.2%
COF vs PDD
+210.2%
-48.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +1.8% | -4.1% | +5.9% | +2.2% |
| 30D | -0.6% | -9.6% | +9.0% | +0.2% |
| 3M | +20.3% | -4.3% | +24.6% | +20.6% |
| 6M | +13.0% | -18.8% | +31.8% | +14.7% |
| YTD | -8.3% | -27.5% | +19.2% | -6.1% |
| 1Y | -1.5% | -33.6% | +32.2% | +1.5% |
| 3Y | +122.3% | -20.4% | +142.7% | +121.2% |
| 5Y | +52.5% | -19.6% | +72.1% | +43.7% |
| All | +162.2% | +210.2% | -48.1% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling