-46.6%
COIN vs PDD
-42.6%
-4.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -5.1% | -5.4% | +0.3% | -3.4% |
| 30D | +17.6% | -12.6% | +30.2% | +22.5% |
| 3M | +9.2% | -4.3% | +13.5% | +10.5% |
| 6M | -11.8% | -24.4% | +12.6% | -4.2% |
| YTD | -22.5% | -31.4% | +8.9% | -13.3% |
| 1Y | -45.9% | -38.1% | -7.8% | -37.5% |
| 3Y | +117.4% | -20.1% | +137.5% | +115.9% |
| 5Y | -29.4% | -25.0% | -4.4% | -44.2% |
| All | -46.6% | -42.6% | -4.0% | -59.5% |
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