-16.4%
PDD vs VSXY
+335.0%
-351.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.8% | -3.2% |
| 7D | -4.1% | -6.8% | +2.7% | -3.7% |
| 30D | -13.1% | -20.4% | +7.3% | -11.9% |
| 3M | -3.5% | +2.9% | -6.4% | -3.8% |
| 6M | -21.8% | +67.9% | -89.7% | -25.5% |
| YTD | -29.7% | +44.9% | -74.5% | -32.4% |
| 1Y | -36.2% | +205.9% | -242.1% | -42.2% |
| 3Y | -16.4% | +373.9% | -390.2% | -28.1% |
| All | -16.4% | +335.0% | -351.3% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling