-43.8%
COIN vs PDD
-39.3%
-4.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +3.4% | -4.1% | +7.4% | +4.7% |
| 30D | +23.2% | -9.6% | +32.8% | +26.9% |
| 3M | +12.5% | -4.3% | +16.8% | +13.7% |
| 6M | -11.6% | -18.8% | +7.1% | -6.3% |
| YTD | -18.4% | -27.5% | +9.1% | -10.2% |
| 1Y | -39.8% | -33.6% | -6.2% | -32.0% |
| 3Y | +136.7% | -20.4% | +157.2% | +135.1% |
| 5Y | -33.7% | -19.6% | -14.1% | -48.5% |
| All | -43.8% | -39.3% | -4.4% | -58.1% |
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