+81.7%
KO vs PDD
-22.9%
+104.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -0.8% | -4.4% | +3.6% | -0.7% |
| 30D | +0.8% | -15.5% | +16.3% | +0.9% |
| 3M | +8.3% | -4.1% | +12.4% | +8.4% |
| 6M | +14.0% | -23.4% | +37.4% | +14.3% |
| YTD | +26.9% | -30.7% | +57.6% | +27.3% |
| 1Y | +32.7% | -37.6% | +70.3% | +33.1% |
| 3Y | +63.9% | -17.5% | +81.5% | +63.4% |
| 5Y | +81.7% | -24.6% | +106.3% | +88.2% |
| All | +81.7% | -22.9% | +104.6% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling