+170.8%
KO vs PDD
+192.6%
-21.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | -0.1% |
| 7D | +1.8% | -7.6% | +9.4% | +1.9% |
| 30D | +8.1% | -5.4% | +13.5% | +8.2% |
| 3M | +13.0% | -12.9% | +26.0% | +13.2% |
| 6M | +23.3% | -19.0% | +42.3% | +23.4% |
| YTD | +42.1% | -31.6% | +73.7% | +42.4% |
| 1Y | +39.9% | -43.0% | +82.9% | +40.4% |
| 3Y | +87.3% | -28.9% | +116.2% | +87.2% |
| 5Y | +99.3% | -18.4% | +117.6% | +98.6% |
| All | +170.8% | +192.6% | -21.8% | +162.8% |
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