+190.4%
PDD vs COR
+434.9%
-244.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.9% |
| 7D | -7.6% | +2.9% | -10.5% | -7.9% |
| 30D | -5.4% | +5.8% | -11.2% | -5.9% |
| 3M | -12.9% | +11.4% | -24.3% | -13.7% |
| 6M | -19.0% | +34.5% | -53.5% | -20.9% |
| YTD | -31.6% | +4.1% | -35.7% | -31.9% |
| 1Y | -43.0% | -3.1% | -39.9% | -42.8% |
| 3Y | -28.9% | +80.9% | -109.8% | -34.2% |
| 5Y | -18.4% | +195.1% | -213.5% | -30.9% |
| All | +190.4% | +434.9% | -244.5% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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