+11.9%
COST vs PDD
-38.2%
+50.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.6% |
| 7D | +6.6% | +6.0% | +0.6% | +6.4% |
| 30D | +13.5% | +5.5% | +8.0% | +13.2% |
| 3M | +10.6% | -9.8% | +20.3% | +10.7% |
| 6M | +3.6% | -16.0% | +19.6% | +4.1% |
| YTD | +22.1% | -27.6% | +49.6% | +24.4% |
| 1Y | +11.9% | -38.6% | +50.5% | +16.9% |
| All | +11.9% | -38.2% | +50.1% | +16.9% |
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 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