-0.3%
PDD vs COR
+178.3%
-178.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.1% |
| 7D | +5.6% | +0.8% | +4.8% | +5.6% |
| 30D | +5.8% | +5.1% | +0.6% | +5.8% |
| 3M | -8.6% | +2.8% | -11.4% | -8.6% |
| 6M | -18.8% | +32.5% | -51.4% | -18.3% |
| YTD | -26.8% | -0.7% | -26.1% | -26.2% |
| 1Y | -39.3% | -6.7% | -32.6% | -38.8% |
| 3Y | -22.5% | +73.7% | -96.2% | -24.5% |
| All | -0.3% | +178.3% | -178.5% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling