-23.8%
PDD vs VSXY
+21.5%
-45.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.8% | -3.5% |
| 7D | -4.1% | -6.8% | +2.7% | -3.4% |
| 30D | -13.1% | -20.4% | +7.3% | -10.7% |
| 3M | -3.5% | +2.9% | -6.4% | -4.3% |
| 6M | -21.8% | +67.9% | -89.7% | -29.0% |
| YTD | -29.7% | +44.9% | -74.5% | -35.1% |
| 1Y | -36.2% | +205.9% | -242.1% | -47.9% |
| 3Y | -16.4% | +373.9% | -390.2% | -43.9% |
| 5Y | -23.8% | +23.5% | -47.3% | -28.0% |
| All | -23.8% | +21.5% | -45.4% | -28.0% |
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