+357.6%
COST vs PDD
+200.9%
+156.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.5% |
| 7D | -3.2% | -4.1% | +0.9% | -3.0% |
| 30D | -4.0% | -13.1% | +9.1% | -3.5% |
| 3M | -6.5% | -3.5% | -3.0% | -6.4% |
| 6M | -8.5% | -21.8% | +13.3% | -7.8% |
| YTD | +6.0% | -29.7% | +35.7% | +7.3% |
| 1Y | -5.8% | -36.2% | +30.4% | -4.3% |
| 3Y | +71.8% | -16.4% | +88.2% | +70.4% |
| 5Y | +106.2% | -23.8% | +130.1% | +100.4% |
| All | +357.6% | +200.9% | +156.7% | +310.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling