-29.0%
PDD vs VIVK
-100.0%
+71.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.6% | +7.7% | -1.9% |
| 7D | -7.6% | -38.6% | +31.0% | -7.7% |
| 30D | -5.4% | -87.7% | +82.3% | -5.9% |
| 3M | -12.9% | -98.9% | +85.9% | -13.9% |
| 6M | -19.0% | -100.0% | +80.9% | -20.5% |
| YTD | -31.6% | -100.0% | +68.3% | -32.6% |
| 1Y | -43.0% | -100.0% | +57.0% | -43.7% |
| All | -29.0% | -100.0% | +71.0% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling