-25.3%
PDD vs VXX
-95.6%
+70.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -1.3% |
| 7D | -5.4% | +2.0% | -7.3% | -4.8% |
| 30D | -12.6% | -7.1% | -5.5% | -14.3% |
| 3M | -4.3% | -28.6% | +24.3% | -12.7% |
| 6M | -24.4% | -44.0% | +19.6% | -35.0% |
| YTD | -31.4% | -31.7% | +0.4% | -36.5% |
| 1Y | -38.1% | -46.3% | +8.2% | -45.8% |
| 3Y | -20.1% | -78.3% | +58.1% | -40.9% |
| All | -25.3% | -95.6% | +70.3% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling