-3.3%
PDD vs VSXY
+125.0%
-128.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.1% | -3.7% |
| 7D | -1.4% | +15.2% | -16.6% | -3.2% |
| 30D | -1.0% | +37.0% | -38.0% | -5.0% |
| 3M | -12.3% | +15.2% | -27.5% | -14.2% |
| 6M | -18.5% | +136.3% | -154.8% | -29.0% |
| YTD | -29.0% | +109.6% | -138.6% | -37.5% |
| 1Y | -40.7% | +223.7% | -264.4% | -51.4% |
| 3Y | -25.7% | +516.3% | -542.0% | -50.5% |
| 5Y | -3.3% | +125.1% | -128.4% | -16.9% |
| All | -3.3% | +125.0% | -128.3% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling