+190.4%
PDD vs VCIT
+28.2%
+162.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.2% |
| 7D | -7.6% | -1.4% | -6.3% | -6.4% |
| 30D | -5.4% | +0.8% | -6.2% | -6.1% |
| 3M | -12.9% | -1.7% | -11.2% | -11.4% |
| 6M | -19.0% | -2.1% | -16.9% | -17.4% |
| YTD | -31.6% | -2.0% | -29.6% | -30.3% |
| 1Y | -43.0% | -1.5% | -41.5% | -42.2% |
| 3Y | -28.9% | +19.0% | -47.9% | -40.3% |
| 5Y | -18.4% | +3.8% | -22.2% | -24.8% |
| All | +190.4% | +28.2% | +162.2% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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