+25.7%
COP vs PDD
-23.2%
+48.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | -11.5% | +5.6% | -17.2% | -11.6% |
| 30D | +5.0% | +5.8% | -0.8% | +4.8% |
| 3M | +17.5% | -8.6% | +26.1% | +17.8% |
| 6M | +16.2% | -18.8% | +35.1% | +16.9% |
| YTD | +48.8% | -26.8% | +75.6% | +50.4% |
| 1Y | +64.1% | -39.3% | +103.4% | +67.7% |
| 3Y | +25.7% | -22.5% | +48.2% | +24.7% |
| All | +25.7% | -23.2% | +48.9% | +24.7% |
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