+197.4%
PDD vs COO
-0.5%
+197.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -1.0% | +4.5% | -5.5% | -2.9% |
| 30D | -2.4% | +16.9% | -19.3% | -8.9% |
| 3M | -14.6% | -16.7% | +2.1% | -8.5% |
| 6M | -19.6% | +5.9% | -25.6% | -23.1% |
| YTD | -30.0% | -22.4% | -7.5% | -23.1% |
| 1Y | -42.5% | -10.1% | -32.4% | -41.2% |
| 3Y | -27.2% | -22.8% | -4.4% | -25.1% |
| 5Y | -8.2% | -41.4% | +33.2% | +7.9% |
| All | +197.4% | -0.5% | +197.9% | +133.4% |
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