-22.5%
PDD vs LVS
-11.1%
-11.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +5.6% | +11.1% | -5.4% | +1.9% |
| 30D | +5.8% | +14.7% | -8.9% | +0.9% |
| 3M | -8.6% | -10.9% | +2.3% | -5.2% |
| 6M | -18.8% | -22.3% | +3.5% | -12.1% |
| YTD | -26.8% | -35.8% | +9.0% | -16.0% |
| 1Y | -39.3% | -33.5% | -5.8% | -31.3% |
| 3Y | -22.5% | -11.7% | -10.8% | -24.7% |
| All | -22.5% | -11.1% | -11.3% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling