-14.9%
PDD vs COPX
+127.6%
-142.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.9% |
| 7D | -3.8% | -1.5% | -2.3% | -3.5% |
| 30D | -2.4% | -14.0% | +11.6% | +5.2% |
| 3M | -12.7% | -17.1% | +4.4% | -4.8% |
| 6M | -20.0% | -15.9% | -4.1% | -15.7% |
| YTD | -30.3% | +2.6% | -32.9% | -38.3% |
| 1Y | -42.4% | +21.6% | -64.0% | -54.9% |
| 3Y | -27.5% | +142.7% | -170.2% | -69.7% |
| 5Y | -14.9% | +122.2% | -137.2% | -61.4% |
| All | -14.9% | +127.6% | -142.5% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling