-18.7%
PDD vs COR
+93.9%
-112.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.5% |
| 7D | -4.1% | +2.8% | -6.8% | -3.8% |
| 30D | -9.6% | +4.5% | -14.1% | -9.1% |
| 3M | -4.3% | +22.7% | -26.9% | -1.8% |
| 6M | -18.8% | -9.7% | -9.0% | -18.7% |
| YTD | -27.5% | -1.4% | -26.1% | -26.5% |
| 1Y | -33.6% | +13.9% | -47.6% | -30.8% |
| All | -18.7% | +93.9% | -112.6% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling