+198.7%
PDD vs VXX
-99.1%
+297.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -2.6% |
| 7D | -4.1% | -3.0% | -1.1% | -4.9% |
| 30D | -13.1% | -11.5% | -1.6% | -15.7% |
| 3M | -3.5% | -27.3% | +23.9% | -10.7% |
| 6M | -21.8% | -49.6% | +27.8% | -33.6% |
| YTD | -29.7% | -32.0% | +2.4% | -34.6% |
| 1Y | -36.2% | -48.3% | +12.1% | -43.9% |
| 3Y | -16.4% | -78.9% | +62.5% | -33.8% |
| 5Y | -23.8% | -95.6% | +71.7% | -55.3% |
| All | +198.7% | -99.1% | +297.8% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling