+191.5%
PDD vs COPX
+342.6%
-151.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | +2.8% |
| 7D | -4.6% | -2.9% | -1.7% | -3.4% |
| 30D | -14.0% | 0.0% | -14.0% | -14.5% |
| 3M | -4.9% | +14.8% | -19.7% | -13.7% |
| 6M | -25.8% | +7.0% | -32.8% | -31.3% |
| YTD | -31.4% | +23.8% | -55.2% | -43.1% |
| 1Y | -37.6% | +75.7% | -113.3% | -58.7% |
| 3Y | -18.4% | +156.4% | -174.8% | -59.1% |
| 5Y | -25.0% | +167.6% | -192.5% | -62.6% |
| All | +191.5% | +342.6% | -151.0% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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