+190.4%
PDD vs LVS
-35.8%
+226.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.4% | -0.7% |
| 7D | -7.6% | -3.9% | -3.8% | -5.7% |
| 30D | -5.4% | +7.1% | -12.5% | -9.0% |
| 3M | -12.9% | -13.2% | +0.3% | -6.4% |
| 6M | -19.0% | -22.8% | +3.8% | -7.8% |
| YTD | -31.6% | -38.0% | +6.4% | -13.7% |
| 1Y | -43.0% | -39.5% | -3.5% | -27.2% |
| 3Y | -28.9% | -12.2% | -16.7% | -30.6% |
| 5Y | -18.4% | +6.4% | -24.8% | -28.0% |
| All | +190.4% | -35.8% | +226.2% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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