+195.8%
PDD vs UVXY
-100.0%
+295.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +2.5% |
| 7D | -4.9% | -22.1% | +17.2% | -8.5% |
| 30D | -3.0% | +8.2% | -11.2% | +0.1% |
| 3M | -6.2% | -12.3% | +6.2% | -6.3% |
| 6M | -20.7% | -51.0% | +30.3% | -27.9% |
| YTD | -30.4% | -49.9% | +19.6% | -34.1% |
| 1Y | -41.3% | -67.7% | +26.5% | -48.3% |
| 3Y | -27.7% | -94.1% | +66.4% | -42.4% |
| 5Y | -16.9% | -99.5% | +82.7% | -48.8% |
| All | +195.8% | -100.0% | +295.8% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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