+436.8%
COST vs PDD
+199.6%
+237.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +4.6% | -1.0% | +5.6% | +4.6% |
| 30D | +12.8% | -2.4% | +15.2% | +12.9% |
| 3M | +12.1% | -14.6% | +26.7% | +12.7% |
| 6M | +6.0% | -19.6% | +25.6% | +6.8% |
| YTD | +24.4% | -30.0% | +54.3% | +25.9% |
| 1Y | +17.1% | -42.5% | +59.7% | +19.4% |
| 3Y | +92.2% | -27.2% | +119.3% | +91.8% |
| 5Y | +122.5% | -8.2% | +130.7% | +114.6% |
| All | +436.8% | +199.6% | +237.2% | +381.6% |
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 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