+142.7%
KO vs PDD
+193.7%
-51.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -1.1% | -4.6% | +3.5% | -1.1% |
| 30D | +1.6% | -14.0% | +15.6% | +1.7% |
| 3M | +5.8% | -4.9% | +10.6% | +5.8% |
| 6M | +14.3% | -25.8% | +40.1% | +14.5% |
| YTD | +27.3% | -31.4% | +58.7% | +27.6% |
| 1Y | +33.2% | -37.6% | +70.7% | +33.6% |
| 3Y | +64.5% | -18.4% | +82.8% | +64.2% |
| 5Y | +83.1% | -25.0% | +108.1% | +82.6% |
| All | +142.7% | +193.7% | -51.1% | +135.5% |
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 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