-5.1%
COST vs PDD
-38.3%
+33.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -2.5% | -4.6% | +2.2% | -2.4% |
| 30D | -4.4% | -14.0% | +9.5% | -4.0% |
| 3M | -8.1% | -4.9% | -3.2% | -8.0% |
| 6M | -9.2% | -25.8% | +16.5% | -8.1% |
| YTD | +5.1% | -31.4% | +36.5% | +7.2% |
| 1Y | -5.1% | -37.6% | +32.5% | -3.6% |
| All | -5.1% | -38.3% | +33.2% | -3.6% |
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 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