-23.7%
PDD vs VCIT
+4.1%
-27.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | -0.3% | -3.7% | -3.7% |
| 30D | -9.6% | -0.8% | -8.8% | -8.8% |
| 3M | -4.3% | -1.0% | -3.3% | -3.2% |
| 6M | -18.8% | -1.8% | -16.9% | -17.0% |
| YTD | -27.5% | -0.7% | -26.8% | -26.9% |
| 1Y | -33.6% | +1.0% | -34.6% | -34.4% |
| 3Y | -20.4% | +18.8% | -39.3% | -36.1% |
| All | -23.7% | +4.1% | -27.8% | -45.7% |
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