+211.0%
PDD vs COO
-2.4%
+213.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.3% |
| 7D | +5.6% | +4.7% | +0.9% | +3.5% |
| 30D | +5.8% | +13.9% | -8.1% | -0.1% |
| 3M | -8.6% | -14.9% | +6.3% | -2.9% |
| 6M | -18.8% | +2.0% | -20.9% | -21.1% |
| YTD | -26.8% | -23.9% | -2.9% | -18.8% |
| 1Y | -39.3% | -9.6% | -29.7% | -38.1% |
| 3Y | -22.5% | -25.4% | +2.9% | -18.8% |
| 5Y | -0.8% | -41.2% | +40.4% | +16.4% |
| All | +211.0% | -2.4% | +213.4% | +146.2% |
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