+60.7%
COP vs PDD
-38.2%
+98.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.5% | -7.6% | -4.7% |
| 7D | -8.1% | +6.0% | -14.2% | -7.1% |
| 30D | +6.7% | +5.5% | +1.2% | +7.8% |
| 3M | +16.9% | -9.8% | +26.6% | +15.4% |
| 6M | +11.2% | -16.0% | +27.2% | +8.6% |
| YTD | +49.5% | -27.6% | +77.1% | +44.4% |
| 1Y | +60.7% | -38.6% | +99.3% | +55.1% |
| All | +60.7% | -38.2% | +98.9% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling