+457.0%
COST vs PDD
+198.0%
+259.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | +5.0% | -4.9% | +9.9% | +5.2% |
| 30D | +12.8% | -3.0% | +15.9% | +12.9% |
| 3M | +15.2% | -6.2% | +21.4% | +15.4% |
| 6M | +7.4% | -20.7% | +28.1% | +8.3% |
| YTD | +29.0% | -30.4% | +59.4% | +30.6% |
| 1Y | +20.3% | -41.3% | +61.6% | +22.6% |
| 3Y | +99.0% | -27.7% | +126.7% | +98.7% |
| 5Y | +125.7% | -16.9% | +142.5% | +118.6% |
| All | +457.0% | +198.0% | +259.0% | +399.8% |
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