+201.5%
PDD vs COO
0.0%
+201.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.6% | -4.1% |
| 7D | -1.4% | +4.3% | -5.7% | -3.3% |
| 30D | -1.0% | +17.6% | -18.6% | -7.8% |
| 3M | -12.3% | -13.9% | +1.6% | -7.4% |
| 6M | -18.5% | +6.6% | -25.1% | -22.3% |
| YTD | -29.0% | -22.0% | -7.0% | -22.2% |
| 1Y | -40.7% | -8.8% | -31.9% | -39.7% |
| 3Y | -25.7% | -21.5% | -4.2% | -24.2% |
| 5Y | -3.3% | -41.0% | +37.7% | +13.4% |
| All | +201.5% | 0.0% | +201.5% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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