+190.4%
PDD vs COPX
+254.7%
-64.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.1% |
| 7D | -7.6% | +1.1% | -8.8% | -8.4% |
| 30D | -5.4% | -15.9% | +10.5% | +2.8% |
| 3M | -12.9% | -19.6% | +6.7% | -3.8% |
| 6M | -19.0% | -21.5% | +2.5% | -11.4% |
| YTD | -31.6% | -0.8% | -30.9% | -37.0% |
| 1Y | -43.0% | +15.2% | -58.2% | -52.2% |
| 3Y | -28.9% | +134.7% | -163.6% | -63.6% |
| 5Y | -18.4% | +111.3% | -129.7% | -54.3% |
| All | +190.4% | +254.7% | -64.3% | +51.6% |
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