-24.8%
PDD vs VSXY
+37.7%
-62.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.0% |
| 7D | -4.4% | -10.7% | +6.3% | -3.2% |
| 30D | -15.5% | -24.3% | +8.8% | -12.6% |
| 3M | -4.1% | +1.0% | -5.1% | -4.6% |
| 6M | -23.4% | +57.4% | -80.8% | -29.6% |
| YTD | -30.7% | +39.8% | -70.5% | -35.5% |
| 1Y | -37.6% | +196.5% | -234.1% | -48.5% |
| 3Y | -17.5% | +357.2% | -374.8% | -42.9% |
| 5Y | -24.6% | +18.9% | -43.5% | -32.3% |
| All | -24.8% | +37.7% | -62.5% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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