+207.9%
PDD vs COPX
+352.8%
-144.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.1% |
| 7D | -4.1% | -4.0% | -0.1% | -2.0% |
| 30D | -9.6% | +4.5% | -14.1% | -12.0% |
| 3M | -4.3% | +0.8% | -5.1% | -6.7% |
| 6M | -18.8% | +3.2% | -21.9% | -23.1% |
| YTD | -27.5% | +26.7% | -54.2% | -40.5% |
| 1Y | -33.6% | +85.7% | -119.3% | -57.3% |
| 3Y | -20.4% | +151.2% | -171.6% | -59.4% |
| 5Y | -19.6% | +170.0% | -189.6% | -60.0% |
| All | +207.9% | +352.8% | -144.9% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling