-21.3%
PDD vs VSXY
+37.4%
-58.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.4% |
| 7D | -4.1% | -14.0% | +9.9% | -2.3% |
| 30D | -9.6% | -15.9% | +6.3% | -7.8% |
| 3M | -4.3% | +3.4% | -7.7% | -5.1% |
| 6M | -18.8% | +25.9% | -44.7% | -23.0% |
| YTD | -27.5% | +39.5% | -67.0% | -32.6% |
| 1Y | -33.6% | +194.4% | -228.0% | -45.1% |
| 3Y | -20.4% | +281.4% | -301.8% | -42.5% |
| 5Y | -19.6% | +12.8% | -32.4% | -27.6% |
| All | -21.3% | +37.4% | -58.7% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling