-16.4%
PDD vs COPX
+171.8%
-188.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -4.5% |
| 7D | -4.1% | +5.8% | -9.9% | -6.2% |
| 30D | -13.1% | +7.2% | -20.3% | -15.5% |
| 3M | -3.5% | +16.5% | -20.0% | -9.8% |
| 6M | -21.8% | +18.4% | -40.2% | -28.4% |
| YTD | -29.7% | +31.9% | -61.6% | -40.1% |
| 1Y | -36.2% | +88.5% | -124.7% | -54.8% |
| 3Y | -16.4% | +173.1% | -189.4% | -50.9% |
| All | -16.4% | +171.8% | -188.2% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling