+191.5%
PDD vs VIVK
-100.0%
+291.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.0% |
| 7D | -4.6% | -9.5% | +4.8% | -4.6% |
| 30D | -14.0% | -35.1% | +21.1% | -13.6% |
| 3M | -4.9% | -93.4% | +88.5% | -2.7% |
| 6M | -25.8% | -98.0% | +72.2% | -23.7% |
| YTD | -31.4% | -97.9% | +66.5% | -30.0% |
| 1Y | -37.6% | -100.0% | +62.4% | -33.4% |
| 3Y | -18.4% | -100.0% | +81.6% | -14.1% |
| 5Y | -25.0% | -100.0% | +75.0% | -21.8% |
| All | +191.5% | -100.0% | +291.5% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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