-0.3%
PDD vs COO
-41.6%
+41.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | +5.6% | +4.7% | +0.9% | +3.7% |
| 30D | +5.8% | +13.9% | -8.1% | +0.3% |
| 3M | -8.6% | -14.9% | +6.3% | -3.2% |
| 6M | -18.8% | +2.0% | -20.9% | -21.0% |
| YTD | -26.8% | -23.9% | -2.9% | -19.0% |
| 1Y | -39.3% | -9.6% | -29.7% | -38.1% |
| 3Y | -22.5% | -25.4% | +2.9% | -20.7% |
| All | -0.3% | -41.6% | +41.3% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling