+92.3%
COST vs PDD
-23.2%
+115.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | +4.1% | +5.6% | -1.5% | +4.0% |
| 30D | +12.0% | +5.8% | +6.2% | +11.9% |
| 3M | +11.2% | -8.6% | +19.8% | +11.2% |
| 6M | +6.1% | -18.8% | +25.0% | +6.3% |
| YTD | +22.9% | -26.8% | +49.7% | +23.2% |
| 1Y | +14.7% | -39.3% | +54.0% | +15.2% |
| 3Y | +92.3% | -22.5% | +114.8% | +89.5% |
| All | +92.3% | -23.2% | +115.5% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling