-20.1%
PDD vs VXX
-77.4%
+57.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.1% | -0.5% |
| 7D | -4.6% | +7.2% | -11.8% | -3.7% |
| 30D | -14.0% | -5.8% | -8.2% | -14.7% |
| 3M | -4.9% | -29.0% | +24.2% | -9.2% |
| 6M | -25.8% | -44.0% | +18.2% | -31.2% |
| YTD | -31.4% | -28.7% | -2.7% | -33.5% |
| 1Y | -37.6% | -45.2% | +7.6% | -41.3% |
| All | -20.1% | -77.4% | +57.3% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling