-25.7%
PDD vs COO
-23.3%
-2.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.6% | -3.5% |
| 7D | -1.4% | +4.3% | -5.7% | -2.2% |
| 30D | -1.0% | +17.6% | -18.6% | -3.7% |
| 3M | -12.3% | -13.9% | +1.6% | -10.4% |
| 6M | -18.5% | +6.6% | -25.1% | -19.8% |
| YTD | -29.0% | -22.0% | -7.0% | -26.5% |
| 1Y | -40.7% | -8.8% | -31.9% | -40.1% |
| 3Y | -25.7% | -21.5% | -4.2% | -22.2% |
| All | -25.7% | -23.3% | -2.4% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling