+214.4%
PDD vs COO
-0.6%
+215.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.8% |
| 7D | +5.9% | +5.3% | +0.6% | +3.6% |
| 30D | +7.1% | +12.5% | -5.5% | +1.6% |
| 3M | -7.7% | -15.1% | +7.5% | -1.9% |
| 6M | -13.2% | +3.7% | -16.9% | -16.2% |
| YTD | -26.0% | -22.5% | -3.5% | -18.6% |
| 1Y | -38.4% | -7.8% | -30.6% | -37.7% |
| 3Y | -21.1% | -24.1% | +3.0% | -18.0% |
| 5Y | +0.3% | -40.1% | +40.4% | +16.8% |
| All | +214.4% | -0.6% | +215.1% | +147.0% |
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