+360.4%
COST vs PDD
+210.2%
+150.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -3.1% | -4.1% | +0.9% | -3.0% |
| 30D | -2.8% | -9.6% | +6.8% | -2.4% |
| 3M | -5.7% | -4.3% | -1.4% | -5.6% |
| 6M | -8.8% | -18.8% | +10.0% | -8.2% |
| YTD | +6.7% | -27.5% | +34.2% | +7.8% |
| 1Y | -3.6% | -33.6% | +30.0% | -2.3% |
| 3Y | +75.1% | -20.4% | +95.5% | +74.1% |
| 5Y | +108.9% | -19.6% | +128.5% | +102.5% |
| All | +360.4% | +210.2% | +150.2% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling