-29.6%
COIN vs PDD
-26.2%
-3.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -0.9% | -1.9% |
| 7D | -0.1% | -4.4% | +4.3% | +1.4% |
| 30D | +17.5% | -15.5% | +33.0% | +24.2% |
| 3M | +12.4% | -4.1% | +16.4% | +13.7% |
| 6M | -12.5% | -23.4% | +10.9% | -5.0% |
| YTD | -22.7% | -30.7% | +7.9% | -13.1% |
| 1Y | -45.2% | -37.6% | -7.6% | -36.1% |
| 3Y | +112.8% | -17.5% | +130.4% | +107.5% |
| All | -29.6% | -26.2% | -3.5% | -38.5% |
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 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