+0.3%
PDD vs VCIT
+3.7%
-3.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +1.9% |
| 7D | +5.9% | +0.5% | +5.4% | +5.3% |
| 30D | +7.1% | +2.1% | +5.0% | +4.5% |
| 3M | -7.7% | -1.6% | -6.1% | -6.0% |
| 6M | -13.2% | -1.6% | -11.6% | -11.6% |
| YTD | -26.0% | -1.5% | -24.5% | -24.6% |
| 1Y | -38.4% | -0.4% | -38.0% | -38.2% |
| 3Y | -21.1% | +19.6% | -40.7% | -38.2% |
| 5Y | +0.3% | +3.3% | -2.9% | -30.1% |
| All | +0.3% | +3.7% | -3.3% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling