-23.7%
PDD vs COR
+184.0%
-207.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.7% |
| 7D | -4.1% | +2.8% | -6.8% | -4.0% |
| 30D | -9.6% | +4.5% | -14.1% | -9.5% |
| 3M | -4.3% | +22.7% | -26.9% | -3.9% |
| 6M | -18.8% | -9.7% | -9.0% | -18.0% |
| YTD | -27.5% | -1.4% | -26.1% | -26.9% |
| 1Y | -33.6% | +13.9% | -47.6% | -33.2% |
| 3Y | -20.4% | +94.0% | -114.4% | -24.4% |
| All | -23.7% | +184.0% | -207.7% | -44.0% |
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