+144.3%
COP vs PDD
+210.2%
-65.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | +3.0% | -4.1% | +7.1% | +3.2% |
| 30D | +17.5% | -9.6% | +27.1% | +18.1% |
| 3M | +13.4% | -4.3% | +17.6% | +13.5% |
| 6M | +17.7% | -18.8% | +36.5% | +18.8% |
| YTD | +46.6% | -27.5% | +74.1% | +48.8% |
| 1Y | +44.6% | -33.6% | +78.2% | +47.4% |
| 3Y | +20.7% | -20.4% | +41.1% | +20.0% |
| 5Y | +185.0% | -19.6% | +204.6% | +176.7% |
| All | +144.3% | +210.2% | -65.9% | +101.1% |
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