+207.9%
PDD vs LVS
-28.2%
+236.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -4.1% | -1.5% | -2.6% | -3.3% |
| 30D | -9.6% | -3.2% | -6.4% | -8.1% |
| 3M | -4.3% | -12.0% | +7.7% | +2.1% |
| 6M | -18.8% | -19.9% | +1.1% | -9.4% |
| YTD | -27.5% | -30.6% | +3.1% | -13.7% |
| 1Y | -33.6% | -17.7% | -15.9% | -29.2% |
| 3Y | -20.4% | -14.2% | -6.2% | -20.6% |
| 5Y | -19.6% | +9.6% | -29.2% | -31.5% |
| All | +207.9% | -28.2% | +236.1% | +312.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling