+191.5%
PDD vs UVXY
-100.0%
+291.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.1% | -0.1% |
| 7D | -4.6% | +11.0% | -15.7% | -2.8% |
| 30D | -14.0% | -8.8% | -5.2% | -15.2% |
| 3M | -4.9% | -41.9% | +37.0% | -12.7% |
| 6M | -25.8% | -61.2% | +35.4% | -35.5% |
| YTD | -31.4% | -46.2% | +14.8% | -35.5% |
| 1Y | -37.6% | -65.2% | +27.6% | -44.5% |
| 3Y | -18.4% | -94.6% | +76.2% | -36.1% |
| 5Y | -25.0% | -99.7% | +74.7% | -56.6% |
| All | +191.5% | -100.0% | +291.5% | +76.9% |
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