+24.9%
COP vs PDD
-22.3%
+47.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.1% |
| 7D | -9.7% | +5.9% | -15.6% | -9.8% |
| 30D | +4.7% | +7.1% | -2.4% | +4.6% |
| 3M | +18.5% | -7.7% | +26.2% | +18.8% |
| 6M | +11.4% | -13.2% | +24.6% | +11.8% |
| YTD | +47.9% | -26.0% | +73.9% | +49.5% |
| 1Y | +59.3% | -38.4% | +97.8% | +62.8% |
| All | +24.9% | -22.3% | +47.3% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling