-16.4%
PDD vs VIVK
-100.0%
+83.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.7% | -10.6% | -3.0% |
| 7D | -4.1% | +13.1% | -17.2% | -4.1% |
| 30D | -13.1% | -29.7% | +16.6% | -13.1% |
| 3M | -3.5% | -93.0% | +89.5% | -3.9% |
| 6M | -21.8% | -98.0% | +76.2% | -22.3% |
| YTD | -29.7% | -97.8% | +68.1% | -29.9% |
| 1Y | -36.2% | -100.0% | +63.8% | -36.3% |
| 3Y | -16.4% | -100.0% | +83.6% | -23.4% |
| All | -16.4% | -100.0% | +83.6% | -23.4% |
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