-38.1%
PDD vs COPX
+73.7%
-111.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -5.4% | -2.3% | -3.0% | -5.0% |
| 30D | -12.6% | +0.3% | -12.9% | -12.9% |
| 3M | -4.3% | +6.8% | -11.1% | -6.1% |
| 6M | -24.4% | +7.9% | -32.4% | -27.0% |
| YTD | -31.4% | +23.7% | -55.1% | -37.9% |
| 1Y | -38.1% | +71.5% | -109.6% | -46.8% |
| All | -38.1% | +73.7% | -111.8% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling