+207.9%
PDD vs UVXY
-100.0%
+307.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.8% |
| 7D | -4.1% | -5.0% | +0.9% | -4.9% |
| 30D | -9.6% | -20.5% | +10.9% | -13.1% |
| 3M | -4.3% | -36.6% | +32.3% | -10.7% |
| 6M | -18.8% | -56.9% | +38.2% | -27.7% |
| YTD | -27.5% | -51.2% | +23.7% | -33.1% |
| 1Y | -33.6% | -69.8% | +36.1% | -42.5% |
| 3Y | -20.4% | -95.1% | +74.6% | -38.7% |
| 5Y | -19.6% | -99.7% | +80.1% | -53.5% |
| All | +207.9% | -100.0% | +307.9% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling