-35.3%
PDD vs VIK
+233.3%
-268.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -3.0% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | -1.0% | +6.8% | -7.8% | -2.0% |
| 3M | -12.3% | -17.6% | +5.3% | -10.2% |
| 6M | -18.5% | +5.4% | -23.9% | -20.3% |
| YTD | -29.0% | +22.1% | -51.1% | -32.5% |
| 1Y | -40.7% | +49.3% | -90.0% | -45.2% |
| All | -35.3% | +233.3% | -268.7% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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