-23.8%
PDD vs LVS
+4.5%
-28.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.4% |
| 7D | -4.1% | +0.3% | -4.4% | -4.3% |
| 30D | -13.1% | -3.9% | -9.2% | -10.9% |
| 3M | -3.5% | -12.9% | +9.4% | +5.1% |
| 6M | -21.8% | -16.9% | -4.8% | -12.9% |
| YTD | -29.7% | -31.2% | +1.6% | -12.5% |
| 1Y | -36.2% | -16.4% | -19.8% | -32.3% |
| 3Y | -16.4% | -4.4% | -11.9% | -25.6% |
| 5Y | -23.8% | +6.7% | -30.5% | -46.6% |
| All | -23.8% | +4.5% | -28.4% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling