-24.6%
PDD vs UVXY
-99.7%
+75.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.0% |
| 7D | -4.4% | +2.3% | -6.7% | -4.0% |
| 30D | -15.5% | -15.0% | -0.4% | -18.0% |
| 3M | -4.1% | -39.8% | +35.8% | -12.1% |
| 6M | -23.4% | -60.0% | +36.6% | -34.0% |
| YTD | -30.7% | -48.8% | +18.2% | -35.9% |
| 1Y | -37.6% | -67.3% | +29.7% | -46.0% |
| 3Y | -17.5% | -94.8% | +77.3% | -40.9% |
| 5Y | -24.6% | -99.7% | +75.1% | -68.6% |
| All | -24.6% | -99.7% | +75.1% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling