+190.4%
PDD vs VIVK
-100.0%
+290.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.6% | +7.7% | -1.8% |
| 7D | -7.6% | -38.6% | +31.0% | -7.3% |
| 30D | -5.4% | -87.7% | +82.3% | -3.7% |
| 3M | -12.9% | -98.9% | +85.9% | -9.4% |
| 6M | -19.0% | -100.0% | +80.9% | -13.4% |
| YTD | -31.6% | -100.0% | +68.3% | -27.8% |
| 1Y | -43.0% | -100.0% | +57.0% | -37.8% |
| 3Y | -28.9% | -100.0% | +71.1% | -22.8% |
| 5Y | -18.4% | -100.0% | +81.6% | -11.6% |
| All | +190.4% | -100.0% | +290.4% | +219.5% |
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