+207.9%
PDD vs COO
+8.9%
+199.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.4% |
| 7D | -4.1% | -2.2% | -1.8% | -3.1% |
| 30D | -9.6% | -7.0% | -2.6% | -6.8% |
| 3M | -4.3% | +12.2% | -16.5% | -9.7% |
| 6M | -18.8% | -15.1% | -3.6% | -13.3% |
| YTD | -27.5% | -15.1% | -12.4% | -22.6% |
| 1Y | -33.6% | +2.3% | -36.0% | -35.6% |
| 3Y | -20.4% | -23.7% | +3.3% | -15.8% |
| 5Y | -19.6% | -38.9% | +19.3% | -6.2% |
| All | +207.9% | +8.9% | +199.0% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling