+191.4%
PDD vs VXX
-99.1%
+290.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -1.2% |
| 7D | -5.4% | +2.0% | -7.3% | -4.8% |
| 30D | -12.6% | -7.1% | -5.5% | -14.2% |
| 3M | -4.3% | -28.6% | +24.3% | -11.9% |
| 6M | -24.4% | -44.0% | +19.6% | -34.0% |
| YTD | -31.4% | -31.7% | +0.4% | -36.0% |
| 1Y | -38.1% | -46.3% | +8.2% | -45.0% |
| 3Y | -20.1% | -78.3% | +58.1% | -36.2% |
| 5Y | -25.0% | -95.8% | +70.8% | -56.5% |
| All | +191.4% | -99.1% | +290.5% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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