-18.4%
PDD vs VIVK
-100.0%
+81.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.6% | +7.7% | -1.8% |
| 7D | -7.6% | -38.6% | +31.0% | -7.4% |
| 30D | -5.4% | -87.7% | +82.3% | -4.0% |
| 3M | -12.9% | -98.9% | +85.9% | -10.0% |
| 6M | -19.0% | -100.0% | +80.9% | -14.3% |
| YTD | -31.6% | -100.0% | +68.3% | -28.4% |
| 1Y | -43.0% | -100.0% | +57.0% | -38.1% |
| 3Y | -28.9% | -100.0% | +71.1% | -23.8% |
| 5Y | -18.4% | -100.0% | +81.6% | -22.4% |
| All | -18.4% | -100.0% | +81.6% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling