+207.9%
PDD vs VIVK
-100.0%
+307.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -12.3% | +13.0% | +0.8% |
| 7D | -4.1% | -1.4% | -2.7% | -4.1% |
| 30D | -9.6% | -43.6% | +34.0% | -9.1% |
| 3M | -4.3% | -95.1% | +90.9% | -1.8% |
| 6M | -18.8% | -98.2% | +79.4% | -16.3% |
| YTD | -27.5% | -97.9% | +70.4% | -26.0% |
| 1Y | -33.6% | -100.0% | +66.3% | -28.9% |
| 3Y | -20.4% | -100.0% | +79.6% | -16.3% |
| 5Y | -19.6% | -100.0% | +80.4% | -16.1% |
| All | +207.9% | -100.0% | +307.9% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling