+146.5%
COP vs PDD
+216.8%
-70.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.2% |
| 7D | -9.7% | +5.9% | -15.6% | -10.0% |
| 30D | +4.7% | +7.1% | -2.4% | +4.3% |
| 3M | +18.5% | -7.7% | +26.2% | +19.0% |
| 6M | +11.4% | -13.2% | +24.6% | +12.0% |
| YTD | +47.9% | -26.0% | +73.9% | +49.8% |
| 1Y | +59.3% | -38.4% | +97.8% | +63.1% |
| 3Y | +23.6% | -21.1% | +44.7% | +22.9% |
| 5Y | +113.1% | +0.3% | +112.8% | +104.0% |
| All | +146.5% | +216.8% | -70.3% | +102.6% |
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