+58.5%
COP vs PDD
-42.4%
+100.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.6% |
| 7D | -6.1% | -1.0% | -5.1% | -6.2% |
| 30D | +1.1% | -2.4% | +3.5% | +0.9% |
| 3M | +10.9% | -14.6% | +25.6% | +8.5% |
| 6M | +20.8% | -19.6% | +40.4% | +16.7% |
| YTD | +48.0% | -30.0% | +78.0% | +42.0% |
| 1Y | +58.5% | -42.5% | +101.0% | +52.3% |
| All | +58.5% | -42.4% | +100.9% | +52.3% |
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